R
Rho
R
Rho
Rho for a Call Option
Rho for a Put Option
(1) The dollar change in an option price in response to a percentage point change in the risk-free
interest
rate. See also
Delta-Gamma-Kappa-Rho Hedge
. (2) Greek letter often used to
denote
the
correlation coefficient
.
Glossary
*
R