Option Greeks
期权价格敏感度
双语例句
1
We also discuss the risk management parameters ( Greeks) of Single-asset Option, such as Delta, Theta, Vega and Rho, and compare the different property of Greeks of American Option to those of European Option.
计算探讨了单资本期权有关的风险控制参数Delta、Theta、Vega和Rho,数值比较了美式期权和欧式期权中这些参数的异同。 |