Rho: Difference between revisions
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imported>Doug Williamson m (Added internal link to Risk free rate of return.) |
imported>Doug Williamson m (Spacing 20/8/13) |
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1. The rate of change of an option’s value with respect to changes in the risk-free rate of return. The first derivative of option value with respect to the risk-free rate of return. | 1. | ||
The rate of change of an option’s value with respect to changes in the risk-free rate of return. | |||
The first derivative of option value with respect to the risk-free rate of return. | |||
2. | |||
A Greek letter sometimes used to designate the correlation coefficient between two variables. | |||
== See also == | == See also == | ||
Revision as of 14:17, 20 August 2013
1.
The rate of change of an option’s value with respect to changes in the risk-free rate of return.
The first derivative of option value with respect to the risk-free rate of return.
2.
A Greek letter sometimes used to designate the correlation coefficient between two variables.
