Vega: related pages
Delta The delta of a derivative is the rate of change in the price of a derivative with the price of the underlying.
Gamma The rate of change of a derivative's delta with the price of the underlying. Approximately, the change in the delta from a one unit change in the price.
Rho The rate of change of the price of a portfolio or derivative with the interest rates.
Theta The rate of change of the value of a derivative or portfolio with time.
Put-call parity A relationship between the price of European call and put options on the same underlying, the underlying security, and the risk free rate.
Copyright Graeme Pietersz © 2005-2019
