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rho

/roʊ/ /rəʊ/
noun
GeneralBusiness
  1. 1 rho
  2. 2 faiz oranı duyarlılığı

Definition (English)

  1. A measure of an option's sensitivity to changes in the risk-free interest rate.
  2. The Greek letter rho, indicating how an option's price changes with interest rates.

Example Sentences

  1. Rho is usually small for short-term options.
    Kısa vadeli opsiyonlar için rho genellikle küçüktür.
  2. We monitor rho for interest rate changes.
    Faiz oranı değişiklikleri için rho'yu izliyoruz.

Collocations

rho of an optionrho sensitivityrho exposurerho riskrho valuerho calculation

Related Words

optionrisk-free interest ratedeltagammathetavega