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  2. Greeks (finance) - Wikipedia

    en.wikipedia.org/wiki/Greeks_(finance)

    Each Greek measures the sensitivity of the value of a portfolio to a small change in a given underlying parameter, so that component risks may be treated in isolation, and the portfolio rebalanced accordingly to achieve a desired exposure; see for example delta hedging. The Greeks in the Black–Scholes model (a relatively simple idealised ...

  3. The option Greeks: The key factors that move option prices - AOL

    www.aol.com/finance/option-greeks-key-factors...

    A good options calculator can offer information on the Greeks, allowing you to assess changes in the option’s value at various stock prices and times. For example, a calculator lets you raise ...

  4. Options chain: Here’s how to read and understand them - AOL

    www.aol.com/finance/options-chain-read...

    The best brokers for options trading may offer a wider selection of data in their chain, including option Greeks such as delta. These options Greeks can help you make sense of how an option price ...

  5. Options strategy - Wikipedia

    en.wikipedia.org/wiki/Options_strategy

    Options spreads are the basic building blocks of many options trading strategies. [6] A spread position is entered by buying and selling options of the same class on the same underlying security but with different strike prices or expiration dates. An option spread shouldn't be confused with a spread option.

  6. Margrabe's formula - Wikipedia

    en.wikipedia.org/wiki/Margrabe's_formula

    Margrabe's model of the market assumes only the existence of the two risky assets, whose prices, as usual, are assumed to follow a geometric Brownian motion.The volatilities of these Brownian motions do not need to be constant, but it is important that the volatility of S 1 /S 2, σ, is constant.

  7. How to Use Option Greeks to Measure Risk - AOL

    www.aol.com/finance/option-greeks-measure-risk...

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  8. Monte Carlo methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_for...

    For example, for bond options [3] the underlying is a bond, but the source of uncertainty is the annualized interest rate (i.e. the short rate). Here, for each randomly generated yield curve we observe a different resultant bond price on the option's exercise date; this bond price is then the input for the determination of the option's payoff.

  9. Delta one - Wikipedia

    en.wikipedia.org/wiki/Delta_one

    A delta one product is a derivative with a linear, symmetric payoff profile. That is, a derivative that is not an option or a product with embedded options. Examples of delta one products are Exchange-traded funds, equity swaps, custom baskets, linear certificates, futures, forwards, exchange-traded notes, trackers, and Forward rate agreements.