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 prestigious surname with its roots from the Czech Republic The Slezak family comes from high nobility and includes ingenious members...
1. Common remedy for ego, usually an event or diss that completely dimishes one's ego. Braham entered a dance contest all cocky and g..
1. Bald britany is a 5'o'clock shadow on a womans pussy. Its when she shaves her box of friday to go out and then what it feels l..