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Definition of


Stockholding & Investments

relationship between option price change and asset's volatility a ratio between the expected change in the price of an option and a one percent change in the expected volatility of the underlying asset.

Related definitions of "kappa"

Definitions of ’kappa’ and meaning of ’kappa’ are from the book publication, QFINANCE – The Ultimate Resource, © 2009 Bloomsbury Information Ltd. Find definitions for ’kappa’ and other financial terms with our online QFINANCE Financial Dictionary.

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