Lambda definition explanation
What is Lambda?
A ratio comparing change in option price to a 1% change in option volatility. Read more for examples and further explanation including related video clips and also comments
Example explains Lambda
It is the partial derivative of the option price with respect to the option volatility. Lambda is used as a synonym for vega, kappa, or sigma.
- Title
- EEP100 - Lecture 8
- Runtime
- 79:15
- Category
- Education
- Views
- 4,935
- Description
- Teach-in on the walk out, the production function, costs, profit maximization
- Title
- EEP100 - Lecture 14
- Runtime
- 80:03
- Category
- Education
- Views
- 8,681
- Description
- MT format; Nobel prizes!; corporate social responsibility vs. profit max; price ...
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