PFhub – Business, Financial & Economic News

Kappa

Love Machine Love Machine
FacebookTwitterRedditLinkedInShare
Kappa
A ratio comparing dollar price fluctuation in the option price to 1% of change in the volatility expected in price.
FacebookTwitterRedditLinkedInShare

Recommended for you:

  1. Lambda
  2. Gamma
  3. Effective Duration
  4. Minimum Price Fluctuation
Exit mobile version