Translation: from english

Option elasticity

Look at other dictionaries:

  • Option elasticity — The percentage increase in an option s value given a 1% change in the value of the underlying security. The New York Times Financial Glossary …   Financial and business terms

  • option elasticity — The percentage increase in an option s value, given a 1 percentage point change in the value of the underlying security. Bloomberg Financial Dictionary …   Financial and business terms

  • option elasticity — Fin the relative change in the value of an option as a function of a change in the value of the underlying asset …   The ultimate business dictionary

  • Elasticity of an option — Percentage change in the value of an option given a 1% change in the value of the option s underlying stock. The New York Times Financial Glossary …   Financial and business terms

  • elasticity of an option — Percentage change in the value of an option given a 1% change in the value of the option s underlying stock. Related: delta. Bloomberg Financial Dictionary …   Financial and business terms

  • Constant Elasticity of Variance Model — In mathematical finance, the CEV or Constant Elasticity of Variance model is a stochastic volatility model, which attempts to capture stochastic volatility and the leverage effect. The model is widely used by practitioners in the financial… …   Wikipedia

  • Эластичность опциона — процентное изменение стоимости опциона при условии 1% го изменения стоимости его базисного актива. По английски: Elasticity of an option Синонимы: Каппа Синонимы английские: Option elasticity, Kappa См. также: Модели ценообразования опционов… …   Финансовый словарь

  • Greeks (finance) — The Greeks redirects here. For the ethnic group, see Greeks. In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value …   Wikipedia

  • Bond duration — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Interest rate — Finance Financial markets Bond market …   Wikipedia

  • solids, mechanics of — ▪ physics Introduction       science concerned with the stressing (stress), deformation (deformation and flow), and failure of solid materials and structures.       What, then, is a solid? Any material, fluid or solid, can support normal forces.… …   Universalium

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