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Banking Technology

Ramblings on anything that's remotely related to technology in banking

Sunday, December 06, 2009

How greeks behave with moneyness?

Posted by Nair at 9:26 AM 1 comment:

Labels: delta, gamma, greeks, kappa, moneyness, option price sensitivity, theta, vega

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Nair: London, United Kingdom; I'm an application developer in the capital markets industry.

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