Home > Term: kappa
kappa
The ratio of the dollar price change in the price of an option to a 1% change in the expected volatility.
- Del af tale: noun
- Branche/domæne: Financial services
- Category: General Finance
- Company: Bloomberg
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Ophavsmand
- Jessehe
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(V.I.P) 32013 points - 40.13% positive feedback
