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Glossary   >   R   >   "Rho" Definition            Rho The rate at which the price of a derivative changes with interest rates. A measure of the sensitivity of an option or warrant price to a changes in interest rates. Glossary    Dictionary Search (powered by Google) WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM Translate a web page (powered by Google)      to German Spanish French Italian Portuguese Japanese Korean Chinese

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Rho - The rate at which the price of a derivative changes with interest rates.

A measure of the sensitivity of an option or warrant price to a changes in interest rates.