Theta
The derivative of the option price equation with respect to the remaining time to expiration of the option. A measure of the sensitivity of the value of the option to the passage of time. |
| Termbox | |
 |
Digg it! |
 |
Share on Facebook |
 |
Add to Yahoo! |
 |
Add to Google |
 |
Add to del.icio.us |
 |
Add to Reddit |
 |
Add to Spurl |
 |
Add to Furl |
 |
E-mail term to friend! |
 |
Printer friendly version |
Did you know?
Conventional mortgage
A loan based on the credit of the borrower and on the collateral for the mortgage.
Popular terms
Times-interest-earned ratio Internal Rate of Return (IRR) Present value of growth opportunit... Dept/equity ratio Risk-adjusted return on capital (R... Return on equity (ROE) Price value of a basis point (PVBP... Payment-In-Kind (PIK) bond Total return swap BIS ratio Money market hedge Security market line Flat Organisational Structure Realized compound yield Plain vanilla bond NPVGO Sum-of-The-Parts-Valuation (SoTP) Long-term debt ratio Nostro accounts Weighted average portfolio yield