Greeks en · NOUN
Pronunciation
- /ɡɹiːks/
Meanings
-
(form-of, plural) plural of Greek
form of Greek
- (plural, plural-only) 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).
Hyponyms
lambda (first-order measures of derivative price sensitivity) · cross vanna (measures of multi-asset derivative price sensitivity) · colour (third-order measures of derivative price sensitivity) · veta (second-order measures of derivative price sensitivity) · zomma (third-order measures of derivative price sensitivity) · theta (first-order measures of derivative price sensitivity) · color (third-order measures of derivative price sensitivity) · charm (second-order measures of derivative price sensitivity) · rho (first-order measures of derivative price sensitivity) · vomma (second-order measures of derivative price sensitivity) · vanna (second-order measures of derivative price sensitivity) · cross gamma (measures of multi-asset derivative price sensitivity) · cross volga (measures of multi-asset derivative price sensitivity) · correlation delta (measures of multi-asset derivative price sensitivity) · vera (second-order measures of derivative price sensitivity) · ultima (third-order measures of derivative price sensitivity) · speed (third-order measures of derivative price sensitivity) · delta (first-order measures of derivative price sensitivity) · gamma (second-order measures of derivative price sensitivity) · vega (first-order measures of derivative price sensitivity) · epsilon (first-order measures of derivative price sensitivity)