- 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. 2012.
Elasticity of an option
Look at other dictionaries:
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
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
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
CEV — may stand for: Certified Video Engineer, a professional title regulated by the Society of Broadcast Engineers Chemins de fer électriques Veveysans, a Swiss railway company Contemporary English Version, a translation of the Bible into English Crew … Wikipedia
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
