Greeks (finance): Revision history

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curprev 20:2420:24, 1 December 2024 Wesselvdbrink talk contribs m 46,525 bytes +1 →Formulae for European option Greeks undo Tag: Manual revert
curprev 20:2020:20, 1 December 2024 Wesselvdbrink talk contribs m 46,524 bytes −1 color, removed minus sign undo Tag: Reverted

curprev 07:5807:58, 2 November 2024 Citation bot talk contribs 46,525 bytes −31 Removed parameters. | Use this bot. Report bugs. | #UCB_CommandLine undo

curprev 09:4409:44, 29 September 2024 Entropnt talk contribs m 46,497 bytes +1,602 Added 3rd order greek, DcharmDtime undo Tag: Visual edit

curprev 15:0715:07, 17 September 2024 213.244.168.161 talk 44,895 bytes +30 →As a proxy for probability undo

curprev 04:5704:57, 28 June 2024 WikiCleanerBot talk contribs m 44,865 bytes 0 v2.05b - Bot T20 CW#61 - Fix errors for CW project (Reference before punctuation) undo Tag: WPCleaner

curprev 10:0910:09, 20 June 2024 InternetArchiveBot talk contribs 44,865 bytes +128 Rescuing 1 sources and tagging 0 as dead.) #IABot (v2.0.9.5 undo

curprev 02:2302:23, 10 June 2024 Master-lame-master talk contribs 44,737 bytes +18 →Veta undo

curprev 08:0008:00, 18 April 2024 Fintor talk contribs m 44,719 bytes +22 →Bond duration and convexity: disambiguate undo

curprev 10:3210:32, 17 April 2024 Fintor talk contribs 44,697 bytes +85 →Bond duration and convexity: CS01 undo Tag: Disambiguation links added

curprev 16:1216:12, 20 March 2024 Jrock212 talk contribs 44,612 bytes −232 Web archived software doesn't work undo
curprev 16:1116:11, 20 March 2024 Jrock212 talk contribs 44,844 bytes −105 Remove dead link undo
curprev 16:1116:11, 20 March 2024 Jrock212 talk contribs 44,949 bytes −4,650 Remove dead links undo
curprev 10:4110:41, 20 March 2024 212.75.115.162 talk 49,599 bytes 0 Fixing a mistake in theta for Black model - `r` should be in front of both strike and forward term (not `r` and `q` as in Black-Scholes) undo

curprev 08:2908:29, 19 March 2024 Citation bot talk contribs 49,599 bytes +31 Added doi-broken-date. | Use this bot. Report bugs. | Suggested by Abductive | Category:Mathematical finance | #UCB_Category 127/195 undo
curprev 07:5207:52, 19 March 2024 Jhansbo talk contribs 49,568 bytes +36 Added clarifying formula for second-order partial derivative with respect to strike K undo

curprev 17:5317:53, 13 March 2024 Jhansbo talk contribs m 49,532 bytes −118 Simplified the expression for <math>\varpi</math> undo

curprev 13:0113:01, 6 March 2024 Jhansbo talk contribs m 49,650 bytes +6 Fixed typo (r instead of tau in description of theta) undo

curprev 15:5015:50, 23 February 2024 158.143.105.150 talk 49,644 bytes −1 →Formulae for European option Greeks undo
curprev 15:5015:50, 23 February 2024 158.143.105.150 talk 49,645 bytes −1 →Second-order partial derivative with respect to strike K undo

curprev 09:2709:27, 21 February 2024 Fintor talk contribs m 49,646 bytes +25 →Vega: Volatility risk undo

curprev 23:4723:47, 9 February 2024 38.142.254.194 talk 49,621 bytes 0 No edit summary undo

curprev 00:1900:19, 9 January 2024 Mazewaxie talk contribs m 49,621 bytes −12 CheckWiki error #38 and/or general fixes undo Tag: AWB

curprev 05:0605:06, 7 January 2024 InfoManiac297 talk contribs m 49,633 bytes 0 →Names undo

curprev 08:4708:47, 21 December 2023 Jhansbo talk contribs m 49,633 bytes +98 Add formula for vera. undo

curprev 00:2100:21, 7 December 2023 165.225.232.105 talk 49,535 bytes +57 →Theta: I'm still tweaking and adding! undo

curprev 16:2516:25, 11 November 2023 2800:484:8a96:fd00:c4c0:cda3:24ac:954d talk 49,478 bytes +39 →As a proxy for probability undo

curprev 13:1413:14, 25 October 2023 164.10.46.61 talk 49,439 bytes +5 spot price instead of price. if price is used one ight think we are referring to the value of the intrument undo

curprev 22:4722:47, 12 October 2023 220.101.27.70 talk 49,434 bytes 0 →Theta: I made the big rewrite. I accidentally wrote days to expiry instead of days in year. Small mental slip, corrected. undo

curprev 23:1723:17, 5 October 2023 220.240.2.105 talk 49,434 bytes +62 →Theta undo
curprev 22:4522:45, 5 October 2023 220.240.2.105 talk 49,372 bytes +9 →Theta undo
curprev 22:4522:45, 5 October 2023 220.240.2.105 talk 49,363 bytes +4 →Theta: Clarify that discounting has countervailing effect in _some_ options. undo
curprev 04:3404:34, 5 October 2023 220.101.27.70 talk 49,359 bytes +314 →Theta: Clarification of the negative multiplier. Removal of some comments that were scattered and not to the point. undo Tag: Visual edit

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