Greeks

noun

Greeks

noun

/ɡɹiːks/

1

Business, 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
delta, epsilon, lambda, rho, theta, vega, charm, gamma, vanna, vera, veta, vomma, color, colour, speed, ultima, zomma, correlation delta, cross gamma, cross vanna, cross volga

Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.