Rho definition - Risk.net

Search for the definition you are looking for.

A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z

Rho

Rho is the sensitivity of an option’s price to a change in interest rates.

See also Greeks.

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page