vega risk
1Risk assessment — is a common first step in a risk management process. Risk assessment is the determination of quantitative or qualitative value of risk related to a concrete situation and a recognized threat. Quantitative risk assessment requires calculations of… …
2Vega Neutral — A method of managing risk in options trading by establishing a hedge against the implied volatility of the underlying asset. A vega neutral option position will be not be sensitive to volatility fluctuations. These strategies are used to hedge… …
3Vega Strike — Infobox VG title = Vega Strike caption = An Ancestor class fighter cruising around a bio diverse planet. developer = [http://vegastrike.sourceforge.net/wiki/Vegastrike:Credits The Vega Strike Team] publisher = distributor = designer = license =… …
4Vega — The measurement of an option s sensitivity to changes in the volatility of the underlying asset. Vega represents the amount that an option contract s price changes in reaction to a 1% change in the volatility of the underlying asset. Volatility… …
5Vega — Measures the change in the price of an option for a given change in the volatility of the option. The vega for calls and puts is always positive because as volatility increases so do the value of calls and puts (that s the nature of risk). The… …
6Chevrolet Vega — 1972 Chevrolet Vega GT Hatchback Coupe Manufacturer Chevrolet Division of General Motors Also called Vega 2300 …
7Donald Vega — Birth name Donald Vega Gutierrez Born July 23, 1974 Origin Masaya, Nicaragua Genres Jazz Occupations …
8Genuine Risk Handicap — The Genuine Risk Handicap is a race for thoroughbred race horses, open to fillies and mares age three and up. The race is run each spring at six furlongs on the dirt at Belmont Park in New York and offers a purse of $150,000. The Grade II Genuine …
9Local volatility — is a term used in quantitative finance to denote the set of diffusion coefficients, sigma(S T,T), that are consistent with the set of market prices for all option prices on a given underlier. This model is used to calculate values of exotic… …
10Greeks (finance) — The Greeks redirects here. For the ethnic group, see Greeks. In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value …
