Rho: related pages

Bond duration

The duration is a measure of the average time it takes a bondholder to get their money (both principal and interest).

Modified duration

Modified duration is a measure of the sensitivity of a bond price to interest rates.

Greeks

Measures of the rate of change (mathematically the derivative) of the price of a derivative security or portfolio with another quantity.

Delta

The delta of a derivative is the rate of change in the price of a derivative with the price of the underlying.

Vega

The rate of change of the price of a derivative or portfolio with the volatility of an underlying security.

Theta

The rate of change of the value of a derivative or portfolio with time.