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), Clinical assessment of malingering and deception (2nd edn; pp 398 426) New York: Guilford Rogers, R, Bagby, RM and Chakraborty, D (1993a) Feigning schizophrenic disorders on the MMPI-2: Detection of coached simulators Journal of Personality Assessment, 60, 215 226 Rogers, R, Ornduff, SR and Sewell, KW (1993b) Feigning speci c disorders: A study of the Personality Assessment Inventory (PAI) Journal of Personality Assessment, 60, 554 560 Rogers, R, Sewell, KW, Cruise, KR, Wang, EW and Ustad, KL (1998a) The PAI and feigning: A cautionary note on its use in forensic-correctional settings Assessment, 5, 399 405 Rogers, R, Sewell, KW, Morey, LC and Ustad, KL (1996) Detection of feigned mental disorders on the Personality Assessment Inventory: A descriminant analysis Journal of Personality Assessment, 67, 629 640 Rogers, R, Ustad, KL.

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to expiration, volatility, and the strike price Except for strike price (since it typically does not vary), each of these variables has a risk measure associated with it These risk measures are referred to as delta, rho, theta, and vega (sometimes collectively referred to as the Greeks), corresponding to changes in the price of the underlying, the risk-free rate, time to expiration, and volatility, respectively Here we discuss these measures 4 introduced delta and rho as option-related variables that can be used for creating a strategy to capture and isolate changes in volatility Delta and rho are also very helpful tools for understanding an option s price volatility By slicing up the respective risks of an option into various categories, it is possible to better appreciate why an option behaves the way it does Again an option s five fundamental components are spot, time, risk-free rate, strike price, and volatility.

Reduced-complexity RBF DFE TEQ - % bits not equalised 1 iteration 2 iterations 4 iterations 5 iterations

and Salekin, RT (1998b) Convergent validity of the Personality Assessment Inventory: A study of emergency referrals in a correctional setting Assessment, 5, 3 12 Rosen, GM (1995) The Aleutian Enterprise Sinking and posttraumatic stress disorder: Misdiagnosis in clinical and forensic settings Professional Psychology: Research and Practice, 26, 82 87..

Let us now examine each of these in the context of risk parameters From a risk management perspective, how the value of a financial variable changes in response to market dynamics is of great interest For example, we know that the measure of an option s exposure to changes in spot is captured by delta and that changes in the risk-free rate are captured by rho To complete the list, changes in time are captured by theta, and vega captures changes in volatility Again, the value of a call option prior to expiration may be written as Oc S(1 RT) K V There is no risk parameter associated with K since it remains constant over the life of the option.

Table 2.3 Gaussian quadrature on K,2,order 2k - 1 = 7

Since every term shown has a positive value associated with it, any increase in S, R, or V (noting that T can only shrink in value once the option is purchased) is thus associated with an increase in Oc For a put option, Op K S(1 RT) V, so now it is only a positive change in V that can increase the value of Op To see more precisely how delta, theta, and vega evolve in relation to their underlying risk variable, consider Figure 512 As shown in Figure 512, appreciating the dynamics of option riskcharacteristics can greatly facilitate understanding of strategy development We complete this section on option risk dynamics with a pictorial of gamma risk (also known as convexity risk), which many option professionals view as being equally important to delta and vega and more important that theta or rho (see Figure 513).

Partial Differential Equations and the Finite Element Method by Pave1 Solin Copyright 2006 John Wiley & Sons, Inc.

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