n
(finance) Average sensitivity of a security's price to overall securities market prices.
n
(finance) A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
n
(finance, uncountable) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.
n
(finance) A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
n
(economics) an economic metric that measures the responsiveness of the quantity demanded for a good to a change in the price of another good
n
(finance) A measure of derivative price sensitivity, expressed as the rate of change of delta in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option.
n
(finance) A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option, or equivalently the rate of change of delta in the second asset with respect to the volatility of the first asset.
n
(finance) A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the volatility of another underlying asset in a multi-asset option.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
n
(finance) The rate of change in an option value with respect to the underlying asset's price.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
adj
(finance) Having a value that depends on an underlying asset of variable value.
n
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.
n
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.
n
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma with respect to changes in the volatility of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to time, or equivalently the rate of change of theta with respect to changes in the volatility of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.
n
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.
n
(finance) The percentage change in an option value with respect to the underlying dividend yield.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change in delta with respect to changes in the underlying asset price.
n
(finance, uncountable) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.
n
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.
n
A measure of the reward that can be achieved through a given stochastic process with certain properties.
n
(finance) The quantities representing the sensitivity of the price of derivatives to a change in underlying parameters on which the value of an instrument or portfolio is dependent (so called because some are denoted by Greek letters).
n
(economics) an economic metric that measures the responsiveness of a quantity demanded for a good to a change in income, calculated as the percent change in demand over the percent change in income
n
(finance) A metric used to determine the abnormal return of a security or portfolio over the theoretical expected return.
n
(finance) A measurement of the sensitivity of the value of an option to changes in the implied volatility of the price of the underlying asset.
n
(finance) The percentage change in an option value divided by the percentage change in the underlying asset's price.
n
(finance) The percentage change in an option value divided by the percentage change in the underlying asset's price.
n
(economics) An economic metric designed to measure how sensitive quantity demanded is to a change in the price of a good/service.
n
(economics) an economic metric that measures the responsiveness of a quantity supplied of a good to a change in its price, calculated as the percent change in supply over the percent change in price.
n
(finance) The sensitivity of the option value to the risk-free interest rate.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the risk-free interest rate, or equivalently the rate of change of rho with respect to changes in the volatility of the underlying asset.
adj
(mathematics) Having few nonzero elements
n
(finance, uncountable) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.
n
(finance) A measurement of the sensitivity of the value of an option to changes in the implied volatility of the price of the underlying asset.
n
(finance) The sensitivity of the value of a derivative with respect to time; the "time decay".
n
(finance, uncountable) A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
n
(finance) A measurement of the sensitivity of the value of an option to changes in the implied volatility of the price of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the risk-free interest rate, or equivalently the rate of change of rho with respect to changes in the volatility of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to time, or equivalently the rate of change of theta with respect to changes in the volatility of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.
n
(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.
n
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma with respect to changes in the volatility of the underlying asset.
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