myinvestingnotes.blogspot.my (Bullbear Buffett Stock Investing Notes)

Keep INVESTING Simple and Safe (KISS) ****Investment Philosophy, Strategy and various Valuation Methods**** The same forces that bring risk into investing in the stock market also make possible the large gains many investors enjoy. It’s true that the fluctuations in the market make for losses as well as gains but if you have a proven strategy and stick with it over the long term you will be a winner!****Warren Buffett: Rule No. 1 - Never lose money. Rule No. 2 - Never forget Rule No. 1.

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Showing posts with label gamma. Show all posts
Showing posts with label gamma. Show all posts
Friday, 11 September 2015

Technical Parameters of Warrants: Vega, Gamma and Rho

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Vega Vega measures the rate of change in the warrant price for each point of movement of its implied volatility. No matter it is a call ...

Technical Parameters of Warrants: Theta

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Theta, also called time decay, measures the rate of change in the price of a warrant as its maturity is running short while all other things...
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