What is Colour for option value
What is Colour for option value?
Expert
Colour: It is the rate of change of gamma, that is, an option or a portfolio of options is the second derivative of position regarding the underlying, along with time.
Colour: ∂3V/∂S2 ∂t.
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Suppose a currency swap wherein two counterparties of comparable credit risk each borrow at the best rate obtainable, yet the nominal rate of one counterparty is greater than the other. After the primary principal exchange, is the counterparty i.e. required t
What is Hedge?
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