オプション・ガンマとは？
オプション・ガンマ 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 “オプション・ガンマ” Used in Practice?
オプション・ガンマはデルタが原資産価格に対しどれだけ変化するかを示し、大規模オプションポートフォリオの非線形リスク管理に不可欠です。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
Learn “オプション・ガンマ” Free with Termify
Master オプション・ガンマ and 4,071+ professional terms with native pronunciation, IPA transcriptions and career quizzes. 100% free, forever.
Download Free for iOSFrequently Asked Questions
オプション・ガンマとは？
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.
Where can I learn this term for free?
Termify is a 100% free professional English app that teaches オプション・ガンマ and 4,071+ other industry terms with native pronunciation, IPA transcriptions and career quizzes. Available on iOS in 23 languages. No subscription, no credit card required.
Last updated: