Delta -- option price changes / stock price changes.
Delta for Call ranges from 0 to 1.
Delta for Put ranges from -1 to 0.
Gamma -- delta value changes / stock price changes.
If the Gamma of an option is 0.1, then the option delta increases by 0.1 when the stock price increases by $1.
Vega -- option price changes / volatility changes / 100
Theta -- option price changes / time remaining to the expiry
Rho -- option price changes / interest rate
30 / 6 = 5 -->
1) divide 6 into 30 , the answer is 5
2) divide 30 by 6, the answer is 5.
分享到：
相关推荐
Men of Mathematics accessibly explains the major mathematics, from the geometry of the Greeks through Newton's calculus and on to the laws of probability, symbolic logic, and the fourth dimension....
3. 连接词 - 同位语从句："One story about the beginnings of the birthday cake is ____3____ it started with the Greeks"，这里"____3____ it started with the Greeks"是对story的解释，是一个同位语从句，用...
对于短语或句子作先行词的情况，如"The Greeks assumed that the structure of language had some connection with the process of thought, which took root in Europe long before people realized how diverse ...
1.4 The Greeks 1.5 The Romans 1.6 Islamic Influence 1.7 Chinese and Indian Mathematics 1.8 Review Questions 1.9 Summary 2 Sets, Relations and Functions 2.1 Introduction 2.2 Set Theory 2.2.1 Set ...
布莱克·斯科尔斯和希腊人 与Black-Scholes欧洲期权定价有关的一些可视化效果： 对于视觉效果的呈现，您需要将笔记本“信任”在活页夹上并开始演示（alt + r，请参阅Rise文档： : ）
6. **固定短语**："They sang and danced around the horse, and made jokes about the stupid Greeks."中，"make jokes about sb./sth."意为“拿某人/某物开玩笑"，相关的短语还有"have a joke with sb.", "play a ...
16. **ancient**：形容词，古老的，常用来描述远古时期的事物，如：“Ancient Greeks made significant contributions to philosophy and science.”（古希腊人在哲学和科学领域做出了重大贡献。） 17. **opposite*...
- **Monte Carlo Simulations**: Simulating asset prices to price exotic derivatives and assess Greeks (sensitivity measures). #### Practical Applications and Real-Life Scenarios The book provides ...
Greeks。同样，熟知纽约自由女神像是一个女性形象，手持火炬，可以轻易解答出"The Statue of liberty is a/an _1__ who holds a _2_ up high."，答案为B. woman 和C. torch。 4. **短语和固定搭配(Phrases and ...
21. **希腊**（Greece）：希腊人用“Greek”表示，复数形式不变，如：“Two Greeks”。 22. **德国**（Germany）：德国人用“German”表示，复数形式不变，如：“Two Germans”。 23. **泰国**（Thailand）：泰国...
9. **实值(In-the-Money)、平价(At-the-Money)、虚值(Out-of-the-Money)**：这是评价期权状态的三个术语，对应期权的内在价值是否为正。 10. **希腊字母(Greeks)**：Delta、Gamma、Theta、Vega等希腊字母代表了期权...