Greeks

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See also: greeks

English

English Wikipedia has an article on:

Greeks (finance)

Pronunciation

IPA^(key): /ɡɹiːks/
Rhymes: -iːks

Noun

Greeks

plural of Greek

Noun

Greeks pl (plural only)

(finance) 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

(first-order measures of derivative price sensitivity): delta, epsilon, lambda (elasticity, omega), rho, theta, vega (kappa, tau)
(second-order measures of derivative price sensitivity): charm (delta decay, DdeltaDtime), gamma, vanna (DdeltaDvol, DvegaDspot), vera (rhova), veta (DvegaDtime), vomma (DvegaDvol, vega convexity, volga),
(third-order measures of derivative price sensitivity): color/colour (DgammaDtime, gamma decay), speed (DgammaDspot, gamma of the gamma), ultima (DvommaDvol), zomma (DgammaDvol)
(measures of multi-asset derivative price sensitivity): correlation delta (cega), cross gamma, cross vanna, cross volga

Proper noun

Greeks

plural of Greek

Verb

Greeks

third-person singular simple present indicative of Greek

Anagrams

Gerkes, Kresge

Wikious

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