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Tim Xiao deposited Risk Sensitivity Introduction in the group
Business Management on Humanities Commons 5 years, 1 month ago Risk sensitivities, also referred to as Greeks, are the measure of a financial instrument’s value reaction to changes in underlying factors. The value of a financial instrument is impacted by many factors, such as interest rate, stock price, implied volatility, time, etc. Sensitivities are risk measures that are more important than fair values.