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Greeks (finance) and Logarithmic derivative

Shortcuts: Differences, Similarities, Jaccard Similarity Coefficient, References.

Difference between Greeks (finance) and Logarithmic derivative

Greeks (finance) vs. Logarithmic derivative

In mathematical finance, the Greeks are the quantities representing the sensitivity of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent. In mathematics, specifically in calculus and complex analysis, the logarithmic derivative of a function f is defined by the formula where f' is the derivative of f. Intuitively, this is the infinitesimal relative change in f; that is, the infinitesimal absolute change in f, namely f', scaled by the current value of f. When f is a function f(x) of a real variable x, and takes real, strictly positive values, this is equal to the derivative of ln(f), or the natural logarithm of f. This follows directly from the chain rule.

Similarities between Greeks (finance) and Logarithmic derivative

Greeks (finance) and Logarithmic derivative have 2 things in common (in Unionpedia): Derivative, Mathematical finance.

Derivative

The derivative of a function of a real variable measures the sensitivity to change of the function value (output value) with respect to a change in its argument (input value).

Derivative and Greeks (finance) · Derivative and Logarithmic derivative · See more »

Mathematical finance

Mathematical finance, also known as quantitative finance, is a field of applied mathematics, concerned with mathematical modeling of financial markets.

Greeks (finance) and Mathematical finance · Logarithmic derivative and Mathematical finance · See more »

The list above answers the following questions

Greeks (finance) and Logarithmic derivative Comparison

Greeks (finance) has 74 relations, while Logarithmic derivative has 40. As they have in common 2, the Jaccard index is 1.75% = 2 / (74 + 40).

References

This article shows the relationship between Greeks (finance) and Logarithmic derivative. To access each article from which the information was extracted, please visit:

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