Delta One

What is Delta One?


1.

In financial derivatives, where the hedge position corresponds one-for-one with the notional of the derivative.

This is always true of forwards and swaps: thus, Jérôme Kerviel, as a swaps trader, was on SocGen's Delta One desk.

The amount of money that Kerviel was making, as a Delta One trader with a 500K risk limit, was suspicious.

See swaps, delta, hedge


12

Random Words:

1. A expression used as an insult to a person and their friends, family, etc. Andre threatened Christopher's life , so Christoper sai..
1. if u watch boeselecta u will no this 1, it's like wazzup! or yo! or it can sometimes jst meen nothing cause it sounds cool. chamoe..
1. someone who engages in the activity of eavesdropping on a twitter conversation. Tracy needs to get a life. All she does is check conver..