Kappa

Kappa (uppercase Κ, lowercase κ or ϰ; Greek: Κάππα) is the 10th letter of the Greek alphabet, used to represent the voiceless velar stop, or "k", sound in Ancient and Modern Greek.

Kappa:
A measure of the sensitivity of the price of an option to a change in its implied volatility.
Kassenobligation: ...

KappaThe ratio of the dollar price change in the price of an option to a 1 % change in the expected price volatility.
Click here for Finance Glossary Search Index
Click here for Campbell Harvey's Home Page ...

Kappa: A value representing the expected change in the price of an option in response to a 1% change in the volatility of the underlying stock.
Click on the letters below to navigate to the desired pages: ...

Kappa
Used in regression analysis, Kappa represents the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.
Knock-In Option ...

Kappa
A measure of the rate of change in an option's theoretical value for a one-unit change in the volatility assumption.
L ...

where κ is the mean-reverting speed, θ is the long-run mean, ξ is the volatility of volatility, dW1 and dW2 are two Wiener process (Brownian motion) with correlation coefficient, ρ.

Risk Management: Rainbow options with n sources of risk have n Deltas, n Kappas, n(n+1)/2 Gammas, and sensitivity to n dividend yields and n(n-1)/2 correlations. With large n this can get complicated.

kappa A value signifying the expected change in the price of an option that corresponds... Kazakhstan Tenge The currency of Kazakhstan. Learn more about the Kazakhstan Tenge and Kazakhstan at GoCurrency.

The sensitivity of an options value to a change in volatility. Also known as Kappa. The first derivative of option worth with respect to volatility.
Venture Capital ...

The change in the price of an option associated with a 1% change in implied volatility (technically the first derivative of the option price with respect to volatility). Also referred to as eta, vega, omega and kappa.
Top Online Forex Brokers
1 ...

Kappa: Another name for vega.
Limit move: A price that has advanced or declined by the maximum amount permitted during one trading session, as fixed by the rules of a contract market.

See also: Option, Volatility, Options, Market, Trading