Timeline for Delta on dividend paying equity index
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 1, 2023 at 22:40 | comment | added | AKdemy | Well, a 1% bump of a value of 100 isn't the same as a 1% bump of 99.5 for example. | |
| Sep 1, 2023 at 15:06 | comment | added | gregV | yes, using central difference per wiki , but can you please elaborate on "as long as you have F≠S , bumping F by 1% will not be identical to bumping S by 1 %.? | |
| Aug 30, 2023 at 15:43 | comment | added | AKdemy | Do you mean computing delta as finite difference? If so, as long as you have $F \neq S$, bumping F by 1% will not be identical to bumping S by 1 %. Side remark, you wouldn't usually just bump up but use something like this. | |
| Aug 30, 2023 at 14:22 | history | asked | gregV | CC BY-SA 4.0 |