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?
Greek Nomenclature
Posted: August 17th, 2005, 4:05 am
by Optron
Dividend yield - rho2 (if u like) or PhiBorrow fee - cost of funding? interest rate? Rho !!