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See all on WikipediaIn mathematical finance, the Greeks are the quantities representing the sensitivity of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent. The name is used because the most common of
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See moreThe Greeks are vital tools in risk management. Each Greek measures the sensitivity of the value of a portfolio to a small change in a given underlying parameter, so that component risks may be treated in isolation, and
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See moreThe use of Greek letter names is presumably by extension from the common finance terms alpha and beta, and the use of sigma (the standard deviation of logarithmic returns) and tau (time to expiry) in the Black–Scholes option pricing model. Several names such as
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See moreGamma
Gamma, , measures the rate of change in the delta with respect to changes in the underlying price. Gamma is the second derivative of the value function with respect to the underlying price.
Most long options have...
See moreThe Greeks of European options (calls and puts) under the Black–Scholes model are calculated as follows, where (phi) is the standard normal
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Delta
Delta, , measures the rate of change of the theoretical option value with respect to changes in the underlying asset's price. Delta is the first derivative of the value of the option with respect to the underlying instrument's price...
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Speed measures the rate of change in Gamma with respect to changes in the underlying price....
See moreIf the value of a derivative is dependent on two or more underlyings, its Greeks are extended to include the cross-effects between the underlyings.
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See moreWikipedia text under CC-BY-SA licenseThe Greeks or Hellenes are an ethnic group and nation indigenous to the Eastern Mediterranean and the Black Sea regions, namely Greece, Cyprus, Albania, Italy, Turkey, Egypt and, to a lesser extent, other countries surrounding the Mediterranean Sea. They also form a significant diaspora (Omogenia), with Greek communities established around the world.
Wikipedia · Text under CC-BY-SA license- Canada: 271,405c (2016 census)
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- The Greek Wikipedia is the Greek-language edition of Wikipedia, the free online encyclopedia. It was started on December 1, 2002. It surpassed the 10,000 article mark on May 16, 2006, the 100,000 article mark on April 9, 2014, and the 200,000 article mark on November 27, 2021. As of May 30, 2022, it is the 49th largest Wikipedia, behind Simple Engl...
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From Wikipedia, the free encyclopedia Jump to navigationJump to search Greek civilization from c. 1200 BC to c. 600 AD This article may need to be rewrittento comply with Wikipedia's quality …
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The English names Greece and Greek are derived, via the Latin Graecia and Graecus, from the name of the Graeci (Γραικοί, Graikoí; singular Γραικός, Graikós), who were among the first …
Greeks, an ethnic group Greek language, a branch of the Indo-European language family Proto-Greek language, the assumed last common ancestor of all known varieties of Greek …
The Greek Wikipedia (also Hellenic Wikipedia, Elliniki Vikipedia, Greek: Ελληνική Βικιπαίδεια) is the fifth language of the online encyclopedia Wikipedia. It started on December 1, 2002. By 15 …
Greek Cypriots (Greek: Ελληνοκύπριοι, Turkish: Kıbrıs Rumları or Kıbrıs Yunanları) are the ethnic Greek population of Cyprus, forming the island's largest ethnolinguistic community. According …
Greek ( Modern Greek: Ελληνικά, romanized : Elliniká; Ancient Greek: Ἑλληνική, romanized : Hellēnikḗ) is an independent branch of the Indo-European family of languages, native to …
Greece, officially the Hellenic Republic,, is a country in Southeastern Europe. Its capital city is Athens. It borders Albania, North Macedonia and Bulgaria to the north, and Turkey to the east. …
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