delta

(redirected from Hedge ratio)
Also found in: Dictionary, Thesaurus, Financial, Acronyms, Encyclopedia.

delta

 [del´tah]
1. the fourth letter of the Greek alphabet, Δ or δ; used in chemical names to denote the fourth of a series of isomeric compounds or the carbon atom fourth from the carboxyl group, or to denote the fourth of any series.
2. a triangular area.

Δ

1. Fourth letter of the Greek alphabet, delta.
2. In chemistry, denotes a double bond, usually with a superscript to indicate position in a chain (Δ5), application of heat in a reaction (A B), absence of heat treatment (), distance between two atoms in a molecule, or position of a substituent located on the fourth atom from the carboxyl or other primary functional group (δ); change (Δ); thickness (δ); chemical shift in NMR (δ).
3. anatomy a triangular surface.

del·ta (Δ),

(del'tă),
1. Fourth letter of the Greek alphabet, Δ (capital), δ (lower case).

δ

/δ/ (delta, the fourth letter of the Greek alphabet) heavy chain of IgD; δ chain of hemoglobin.

delta

/del·ta/ (delt´ah)
1. the fourth letter of the Greek alphabet; see also δ-.
2. a triangular area.

delta

[del′tə]
Δ, δ, fourth letter of the Greek alphabet.

YY1

A gene on chromosome 14q that encodes a ubiquitous transcription factor belonging to the GLI-Kruppel class of zinc finger proteins, which directs histone deacetylases or histone acetyltransferases to myriad promoters activating or repressing their activity, implicating histone modification in YY1 activity.

δ,

Δ
Abbreviation for delta; diopter.

del·ta

(Δ, δ) (del'tă)
1. Fourth letter of the Greek alphabet.
2. chemistry A double bond, usually with a superscript to indicate position in a chain (Δ5); application of heat in a reaction (A B); absence of heat treatment (Δ); distance between two atoms in a molecule, or position of a substituent located on the fourth atom from the carboxyl or other primary functional group (δ); change (Δ); thickness (δ); chemical shift in NMR (δ).
3. anatomy A triangular surface.

delta,

n a Greek letter symbolized by upper case Δ or lower case δ. See also Greek letters.

Δ

, δ
1. Fourth letter of the Greek alphabet, delta.
2. anatomy a triangular surface.

delta

1. the fourth letter of the Greek alphabet, Δ or δ; used in chemical names to denote the fourth of a series of isomeric compounds or the carbon atom fourth from the carboxyl group, or to denote the fourth of any series.
2. a triangular area.

delta T lymphocyte
see T lymphocyte.
References in periodicals archive ?
In this case, the optimal hedge ratio is not a constant, and therefore the static hedging strategy is not suitable for the multiperiod hedge risk of spot.
The basis risk is the reason to estimate the optimal hedge ratio (OHR).
In the following section, the hedge ratio will be estimated using an error correction model.
After deriving the hedged portfolio processes, we construct the hedging model taking both the cost of hedging and the insurers' risk minimization motives into consideration to arrive at a risk-return optimum futures hedge ratio.
We analyze hedging premiums over time by interacting the hedge ratio with year indicator variables.
Benninga, Simon, Rafael Eldor, and Itzhak Zilcha, "The Optimal Hedge Ratio in Unbiased Futures Markets.
Given this setup, we solve for the plan's optimal hedge ratio.
I've heard of similar programs that will increase the liability hedge ratio by 15% for every 1% increase in long rates over 3%.
The paper discusses the Error-Correction Model for hedge ratio determination as it has been applied (denoted ECM), discuss how it should be applied, and relates each to the MRM.
It should allow easy entry of a hedge ratio and a delta for trades and calculate (on the position report) the amount of coverage provided by the trades using these figures.
In other words: how confident are we in a stated hedge effectiveness, hedge ratio or price?