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 sauce used to kill eat and cook zombies found in most hardware stores, can be cooked on most george foremans. refridgerate after openi..
1. Another version of getting drunk. Similar meanings, made famous by squirtle. Were finna get drizrunk! Im finna go to school tomorrow d..
1. A party situated at a place where rich people live and contain expensive belongings. Hey cracker, this fridays a pod party and I'm..