Greeks (finance)
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In mathematical finance, the Greeks are the quantities representing the sensitivities 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 these sensitivities are often denoted by Greek letters. Collectively these have also been called the risk sensitivities, risk measures or hedge parameters.
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GarantieWeitere Informationen
- Allgemeine Informationen
- GTIN 09786130670535
- Editor Frederic P. Miller, Agnes F. Vandome, John McBrewster
- EAN 9786130670535
- Format Fachbuch
- Titel Greeks (finance)
- Herausgeber Alphascript Publishing
- Anzahl Seiten 84
- Genre Wirtschaft
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