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Advance Derivatives
Unit 1: Greeks
Formula sheet
Formula sheet
Summary of Correct Formulas:
Delta (Δ)
: Measures sensitivity to price changes.
Theta (Θ)
: Measures time decay.
Gamma (Γ)
: Measures the rate of change in Delta.
Vega (ν)
: Measures sensitivity to volatility.
Rho (ρ)
: Measures sensitivity to interest rates.
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