Greeks

== English == === Pronunciation === IPA(key): /ɡɹiːks/ Rhymes: -iːks === Noun === Greeks plural of Greek === Noun === Greeks pl (plural only) (finance) The quantities representing the sensitivity of the price of derivatives to a change in underlying parameters on which the value of an instrument or portfolio is dependent (so called because some are denoted by Greek letters). ==== Hyponyms ==== (first-order measures of derivative price sensitivity): delta, epsilon, lambda (elasticity, omega), rho, theta, vega (kappa, tau) (second-order measures of derivative price sensitivity): charm (delta decay, DdeltaDtime), gamma, vanna (DdeltaDvol, DvegaDspot), vera (rhova), veta (DvegaDtime), vomma (DvegaDvol, vega convexity, volga), (third-order measures of derivative price sensitivity): color/colour (DgammaDtime, gamma decay), speed (DgammaDspot, gamma of the gamma), ultima (DvommaDvol), zomma (DgammaDvol) (measures of multi-asset derivative price sensitivity): correlation delta (cega), cross gamma, cross vanna, cross volga === Proper noun === Greeks plural of Greek === Verb === Greeks third-person singular simple present indicative of Greek === Anagrams === Gerkes, Kresge