18384814
Description
Flashcards by Micah Stewart, updated more than 1 year ago
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Created by Micah Stewart
over 5 years ago
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| Question | Answer |
| Greek Signs |
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| Delta: Call and Put |
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| Gamma: Call and Put |
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| Thetas: Calls And Puts |
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| Vega: Calls And Puts |
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| Rho:Calls And Puts |
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| Psi: Calls And Puts |
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| The Derivative of N(d_1) |
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| Risk Premium: Definition and Formulas |
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| Risk Premium: Relationship and Volatility of Option |
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| Sharpe Ratio: Formulas |
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| Elasticity: Formulas and Properties |
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| Portfolio Greeks and Elasticity |
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| Delta Gamma Theta Approximation |
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| Delta & Gamma Hedging:Overnight Pricing Components |
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| Delta & Gamma Hedging: Overnight Profit Sum |
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| Delta Gamma Hedge: Formulas |
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| DGH: Breakeven |
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| DGH: Hedging Multiple Greeks |
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