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Glossary

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Glossary
Delta

Delta

Delta is a measure of risk – it represents the rate of change – for example, how the price of a derivative will change relative to the price of the underlying security

Related Content

VaR

VaR or Value at Risk is a measure of market risk, most often used in the hedge fund world. It tries to put a value on potential losses within a portfolio based on a “normal” level of market movements, say those that will occur 95% of the time, though the definition of normal can change according […]

Volatility Arbitrage

Volatility Arbitrage funds try to make money by exploiting changes in the volatility (how far the value of something moves up and down over a period of time) of an asset. One way of doing this is to construct a delta neutral portfolio by selling / buying an underlying security and buying / selling an […]

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