Talk:Greeks (finance)
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Syntax
[edit]In the section on Vega I converted from commas to "()" — encoded as (<math>\nu</math>) — but the problem is that the parentheses can then separate from the enclosed content if at the end/beginning of a line. For instance
- ... ... ... (
- ) ... ...
How can this best be remedied? I am not keen on (<math>(\nu)</math>) to parenthesise in running text, and (<math>\text{(}\nu\text{)}</math>) is no better. Can a different LaTeX-style tag fix this?
Is there some wrapper a bit like <span>(<math>\nu</math>)</span> or <div>(<math>\nu</math>)</div> that can do the job? (The former does nothing, the latter puts the content by itself on a single line.)
—DIV (1.145.20.105 (talk) 01:28, 30 October 2022 (UTC))
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- By the way, writing (ν) — encoded as (''ν'') — won't split, but it loses the crucial styling of the glyph that makes it clearly distinguishable from vee.
- —DIV (1.145.20.105 (talk) 01:31, 30 October 2022 (UTC))
- Tried {{mvar|ν}}. The parentheses stick to this, but the glyph, (ν), is (for me) indistinguishable from vee (v).
- —DIV (1.145.91.247 (talk) 23:55, 30 October 2022 (UTC))
- The standard solution is {{nowrap|(<math>\nu</math>)}}, which renders as (). D.Lazard (talk) 08:35, 31 October 2022 (UTC)
Why theta is multiplied by minus 1.
[edit]I started to make an edit but gave up. But it appears to me that it is unexplained and potentially confusing that the theta formula gets arbitrarily multiplied by minus 1. If I'm not mistaken, the literal theta result by differentiating is typically a positive value, not negative. This makes sense because the passage of time--ie, the decrease of tau in the lifespan of the option--is a negative increment. So time passing is negative change in tau, times positive theta, equals negative change in value, ie loss of value. But by convention, we typically think of theta as a negative number representing a loss of value for time passing, because we don't think of the passing time as negative values. Instead of positive theta result times negative 1 days passing equals a negative loss of value, we instead report negative theta result times positive 1 day passing equals negative loss of value. 220.101.27.70 (talk) 04:40, 26 September 2023 (UTC)
- The universally (?) established convention is that time increases into the future. The variable is "time since XXXX", not "time remaining to time YYYY". With this convention, option values decrease with time, and the negative sign is associated with this.
- It can be useful to use time remaining as the variable, but this is specific to an expiry, so sometimes requires qualification Elroch (talk) 15:24, 6 January 2024 (UTC)