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by sethp
August 3rd, 2005, 2:35 pm
Forum: Technical Forum
Topic: Greek Nomenclature
Replies: 1
Views: 140087

Greek Nomenclature

We all know what Delta, Gamma, Vega, Rho, etc. mean. But what do you call (in either English or Greek) the sensitivity of an option to (a) dividend yield and (b) borrow fee?
by sethp
April 22nd, 2005, 5:04 pm
Forum: Technical Forum
Topic: Neuberger paper on forward swap markets
Replies: 1
Views: 190073

Neuberger paper on forward swap markets

Did you ever get a copy?