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The "mathematical" derivatives of the "derivatives price function" are called the "greeks" in our jargon, because they're designated by greek letters: delta for the derivative against a share price, vega for the derivative against a share volatility, etc...

More here:

http://en.wikipedia.org/wiki/The_Greeks

by Laurent GUERBY on Thu Jul 5th, 2007 at 01:41:27 PM EST
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