Statements (28)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:appliesTo |
options
warrants derivatives futures |
| gptkbp:category |
mathematical finance
quantitative finance financial engineering |
| gptkbp:Delta |
measures sensitivity to underlying price
|
| gptkbp:Gamma |
measures rate of change of Delta
|
| https://www.w3.org/2000/01/rdf-schema#label |
Greeks (finance)
|
| gptkbp:includes |
gptkb:Vega
gptkb:Gamma gptkb:Rho gptkb:Theta Delta |
| gptkbp:measures |
sensitivity of option price
|
| gptkbp:originatedIn |
gptkb:Black-Scholes_model
|
| gptkbp:relatedTo |
options pricing
|
| gptkbp:Rho |
measures sensitivity to interest rate
|
| gptkbp:Theta |
measures sensitivity to time decay
|
| gptkbp:usedBy |
gptkb:merchant
portfolio managers risk analysts |
| gptkbp:usedIn |
risk management
|
| gptkbp:Vega |
measures sensitivity to volatility
|
| gptkbp:bfsParent |
gptkb:Black–Scholes–Merton_model
|
| gptkbp:bfsLayer |
6
|