Glossary
Darren Krett
Monday 19 December 2022
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WASTING ASSET : An asset that has a limited life and tends to decrease in value over time(all other factors being held constant). Options ar
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Tyler Krett
Thursday 1 December 2022
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Glossary
Zomma Zomma is a third-order risk measure of the degree to which the gamma of an options contract is sensitive to changes in implied volatility. It is also referred to as 'D-gamma/D-vol.' Gamma itself is a second-order risk measure of an option's sensitivity of its delta to changes in the underlying price.
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Glossary
Darren Krett
Monday 19 December 2022
W-X
WASTING ASSET : An asset that has a limited life and tends to decrease in value over time(all other factors being held constant). Options ar
W-X
0
Comments (0)