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74 relations: Alpha (finance), Basis point, Beta (finance), Black–Scholes model, Bond convexity, Bond duration, Brownian motion, Call option, Convexity (finance), Cumulative distribution function, Delta (letter), Delta neutral, Derivative, Derivative (finance), Dividend, Economic model, Elasticity (economics), Elasticity of a function, Embedded option, Epsilon, Equity (finance), Espen Gaarder Haug, Expiration (options), Financial instrument, Financial market, Financial risk management, Fugit, Gamma, Greek alphabet, Greek letters used in mathematics, science, and engineering, Implied volatility, Index (economics), Interest rate, Intrinsic value (finance), John Wiley & Sons, Kappa, Lambda, Leverage (finance), Mathematical finance, McGraw-Hill Education, Moneyness, Nassim Nicholas Taleb, New York Institute of Finance, Normal distribution, Nu (letter), Omega, Option (finance), Option style, Option time value, Parameter, ..., Partial derivative, Particle physics, Percentage, Portfolio (finance), Prentice Hall, Probability density function, Put option, Put–call parity, Quark, Rho, Risk-free interest rate, Risk-neutral measure, S&P 500 Index, Second derivative, Short (finance), Spot contract, Stock, Straddle, Swaption, Symmetry of second derivatives, Theta, Underlying, Volatility (finance), Yield to maturity. Expand index (24 more) »
Alpha (finance)
Alpha is a measure of the active return on an investment, the performance of that investment compared with a suitable market index.
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Basis point
A basis point (often denoted as bp, often pronounced as "bip" or "beep") is (a difference of) one hundredth of a percent or equivalently one ten thousandth.
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Beta (finance)
In finance, the beta (β or beta coefficient) of an investment indicates whether the investment is more or less volatile than the market as a whole.
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Black–Scholes model
The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments.
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Bond convexity
In finance, bond convexity is a measure of the non-linear relationship of bond prices to changes in interest rates, the second derivative of the price of the bond with respect to interest rates (duration is the first derivative).
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Bond duration
In finance, the duration of a financial asset that consists of fixed cash flows, for example a bond, is the weighted average of the times until those fixed cash flows are received.
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Brownian motion
Brownian motion or pedesis (from πήδησις "leaping") is the random motion of particles suspended in a fluid (a liquid or a gas) resulting from their collision with the fast-moving molecules in the fluid.
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Call option
A call option, often simply labeled a "call", is a financial contract between two parties, the buyer and the seller of this type of option.
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Convexity (finance)
In mathematical finance, convexity refers to non-linearities in a financial model.
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Cumulative distribution function
In probability theory and statistics, the cumulative distribution function (CDF, also cumulative density function) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. In the case of a continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables.
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Delta (letter)
Delta (uppercase Δ, lowercase δ or 𝛿; δέλτα délta) is the fourth letter of the Greek alphabet.
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Delta neutral
In finance, delta neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged when small changes occur in the value of the underlying security.
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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).
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Derivative (finance)
In finance, a derivative is a contract that derives its value from the performance of an underlying entity.
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Dividend
A dividend is a payment made by a corporation to its shareholders, usually as a distribution of profits.
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Economic model
In economics, a model is a theoretical construct representing economic processes by a set of variables and a set of logical and/or quantitative relationships between them.
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Elasticity (economics)
In economics, elasticity is the measurement of how an economic variable responds to a change in another.
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Elasticity of a function
In mathematics, the elasticity or point elasticity of a positive differentiable function f of a positive variable (positive input, positive output) at point a is defined as or equivalently It is thus the ratio of the relative (percentage) change in the function's output f(x) with respect to the relative change in its input x, for infinitesimal changes from a point (a, f(a)).
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Embedded option
An embedded option is a component of a financial bond or other security, and usually provides the bondholder or the issuer the right to take some action against the other party.
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Epsilon
Epsilon (uppercase Ε, lowercase ε or lunate ϵ; έψιλον) is the fifth letter of the Greek alphabet, corresponding phonetically to a mid<!-- not close-mid, see Arvanti (1999) - Illustrations of the IPA: Modern Greek. --> front unrounded vowel.
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Equity (finance)
In accounting, equity (or owner's equity) is the difference between the value of the assets and the value of the liabilities of something owned.
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Espen Gaarder Haug
Espen Gaarder Haug (born 1966) is a Norwegian author, quantitative trader specializing in options and other derivatives.
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Expiration (options)
In finance, the expiration date of an option contract is the last date on which the holder of the option may exercise it according to its terms.
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Financial instrument
Financial instruments are monetary contracts between parties.
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Financial market
A financial market is a market in which people trade financial securities and derivatives such as futures and options at low transaction costs.
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Financial risk management
Financial risk management is the practice of economic value in a firm by using financial instruments to manage exposure to risk: operational risk, credit risk and market risk, foreign exchange risk, shape risk, volatility risk, liquidity risk, inflation risk, business risk, legal risk, reputational risk, sector risk etc.
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Fugit
In mathematical finance, fugit is the expected (or optimal) date to exercise an American- or Bermudan option.
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Gamma
Gamma (uppercase, lowercase; gámma) is the third letter of the Greek alphabet.
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Greek alphabet
The Greek alphabet has been used to write the Greek language since the late 9th or early 8th century BC.
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Greek letters used in mathematics, science, and engineering
Greek letters are used in mathematics, science, engineering, and other areas where mathematical notation is used as symbols for constants, special functions, and also conventionally for variables representing certain quantities.
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Implied volatility
In financial mathematics, the implied volatility of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black–Scholes) will return a theoretical value equal to the current market price of the option.
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Index (economics)
In economics and finance, an index is a statistical measure of changes in a representative group of individual data points.
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Interest rate
An interest rate is the amount of interest due per period, as a proportion of the amount lent, deposited or borrowed (called the principal sum).
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Intrinsic value (finance)
In finance, intrinsic value refers to the value of a company, stock, currency or product determined through fundamental analysis without reference to its market value.
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John Wiley & Sons
John Wiley & Sons, Inc., also referred to as Wiley, is a global publishing company that specializes in academic publishing.
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Kappa
Kappa (uppercase Κ, lowercase κ or cursive ϰ; κάππα, káppa) is the 10th letter of the Greek alphabet, used to represent the sound in Ancient and Modern Greek.
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Lambda
Lambda, Λ, λ (uppercase Λ, lowercase λ; λάμ(β)δα lám(b)da) is the 11th letter of the Greek alphabet.
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Leverage (finance)
In finance, leverage (sometimes referred to as gearing in the United Kingdom and Australia) is any technique involving the use of borrowed funds in the purchase of an asset, with the expectation that the after tax income from the asset and asset price appreciation will exceed the borrowing cost.
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Mathematical finance
Mathematical finance, also known as quantitative finance, is a field of applied mathematics, concerned with mathematical modeling of financial markets.
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McGraw-Hill Education
McGraw-Hill Education (MHE) is a learning science company and one of the "big three" educational publishers that provides customized educational content, software, and services for pre-K through postgraduate education.
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Moneyness
In finance, moneyness is the relative position of the current price (or future price) of an underlying asset (e.g., a stock) with respect to the strike price of a derivative, most commonly a call option or a put option.
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Nassim Nicholas Taleb
Nassim Nicholas Taleb (نسيم نقولا طالب., alternatively Nessim or Nissim, born 1960) is a Lebanese–American essayist, scholar, statistician, former trader, and risk analyst, whose work focuses on problems of randomness, probability, and uncertainty.
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New York Institute of Finance
The New York Institute of Finance is an American Education Company that was founded by the New York Stock Exchange (NYSE).
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Normal distribution
In probability theory, the normal (or Gaussian or Gauss or Laplace–Gauss) distribution is a very common continuous probability distribution.
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Nu (letter)
Nu (uppercase Ν lowercase ν; νι ni) or ny is the 13th letter of the Greek alphabet.
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Omega
Omega (capital: Ω, lowercase: ω; Greek ὦ, later ὦ μέγα, Modern Greek ωμέγα) is the 24th and last letter of the Greek alphabet.
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Option (finance)
In finance, an option is a contract which gives the buyer (the owner or holder of the option) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price on a specified date, depending on the form of the option.
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Option style
In finance, the style or family of an option is the class into which the option falls, usually defined by the dates on which the option may be exercised.
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Option time value
In finance, the time value (TV) (extrinsic or instrumental value) of an option is the premium a rational investor would pay over its current exercise value (intrinsic value), based on the probability it will increase in value before expiry.
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Parameter
A parameter (from the Ancient Greek παρά, para: "beside", "subsidiary"; and μέτρον, metron: "measure"), generally, is any characteristic that can help in defining or classifying a particular system (meaning an event, project, object, situation, etc.). That is, a parameter is an element of a system that is useful, or critical, when identifying the system, or when evaluating its performance, status, condition, etc.
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Partial derivative
In mathematics, a partial derivative of a function of several variables is its derivative with respect to one of those variables, with the others held constant (as opposed to the total derivative, in which all variables are allowed to vary).
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Particle physics
Particle physics (also high energy physics) is the branch of physics that studies the nature of the particles that constitute matter and radiation.
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Percentage
In mathematics, a percentage is a number or ratio expressed as a fraction of 100.
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Portfolio (finance)
In finance, a portfolio is a collection of investments held by an investment company, hedge fund, financial institution or individual.
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Prentice Hall
Prentice Hall is a major educational publisher owned by Pearson plc.
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Probability density function
In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function, whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample.
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Put option
In finance, a put or put option is a stock market device which gives the owner of a put the right, but not the obligation, to sell an asset (the underlying), at a specified price (the strike), by a predetermined date (the expiry or maturity) to a given party (the seller of the put).
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Put–call parity
In financial mathematics, put–call parity defines a relationship between the price of a European call option and European put option, both with the identical strike price and expiry, namely that a portfolio of a long call option and a short put option is equivalent to (and hence has the same value as) a single forward contract at this strike price and expiry.
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Quark
A quark is a type of elementary particle and a fundamental constituent of matter.
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Rho
Rho (uppercase Ρ, lowercase ρ or ϱ; ῥῶ) is the 17th letter of the Greek alphabet.
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Risk-free interest rate
The risk-free interest rate is the rate of return of a hypothetical investment with no risk of financial loss, over a given period of time.
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Risk-neutral measure
In mathematical finance, a risk-neutral measure (also called an equilibrium measure, or equivalent martingale measure) is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure.
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S&P 500 Index
The Standard & Poor's 500, often abbreviated as the S&P 500, or just the S&P, is an American stock market index based on the market capitalizations of 500 large companies having common stock listed on the NYSE or NASDAQ.
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Second derivative
In calculus, the second derivative, or the second order derivative, of a function is the derivative of the derivative of.
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Short (finance)
In finance, a short sale (also known as a short, shorting, or going short) is the sale of an asset (securities or other financial instrument) that the seller does not own.
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Spot contract
In finance, a spot contract, spot transaction, or simply spot, is a contract of buying or selling a commodity, security or currency for immediate settlement (payment and delivery) on the spot date, which is normally two business days after the trade date.
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Stock
The stock (also capital stock) of a corporation is constituted of the equity stock of its owners.
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Straddle
In finance, a straddle refers to two transactions that share the same security, with positions that offset one another.
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Swaption
A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap.
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Symmetry of second derivatives
In mathematics, the symmetry of second derivatives (also called the equality of mixed partials) refers to the possibility under certain conditions (see below) of interchanging the order of taking partial derivatives of a function of n variables.
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Theta
Theta (uppercase Θ or ϴ, lowercase θ (which resembles digit 0 with horizontal line) or ϑ; θῆτα thē̂ta; Modern: θήτα| thī́ta) is the eighth letter of the Greek alphabet, derived from the Phoenician letter Teth.
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Underlying
In finance, the underlying of a derivative is an asset, basket of assets, index, or even another derivative, such that the cash flows of the (former) derivative depend on the value of this underlying.
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Volatility (finance)
In finance, volatility (symbol σ) is the degree of variation of a trading price series over time as measured by the standard deviation of logarithmic returns.
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Yield to maturity
The yield to maturity (YTM), book yield or redemption yield of a bond or other fixed-interest security, such as gilts, is the (theoretical) internal rate of return (IRR, overall interest rate) earned by an investor who buys the bond today at the market price, assuming that the bond is held until maturity, and that all coupon and principal payments are made on schedule.
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References
[1] https://en.wikipedia.org/wiki/Greeks_(finance)
