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. an ownage hacker who hacks every nerd possible everybody wishes they could scape like him Zezima:Oh my god i let this kid get me a fire..
1. A group of four friends so cool that they are fantastic, but so unpopular that they are worth only three people. "Look at those g..
1. Use The Fucking google Shut up n00b and utfg. See woltz 2. UTFG Use The F*cking Google n00b : What is UTFG? Cool guy: LMAO UTFG!!..
Book Banner