Qu'est-ce que Gamma de l’Option ?
Gamma de l’Option A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Gamma de l’Option” Used in Practice?
Le gamma de l’option mesure la sensibilité du delta aux variations de prix du sous-jacent, essentiel pour la gestion des risques non linéaires dans de grands portefeuilles d’options.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Qu'est-ce que Gamma de l’Option ?
A measure of the rate of change in an option’s delta relative to changes in the price of the underlying asset; indicates the convexity of an option’s value and risk exposure.
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