Что такое Гамма опциона?
Гамма опциона 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 “Гамма опциона” Used in Practice?
Гамма опциона измеряет чувствительность дельты к изменению цены базового актива и критична для управления нелинейными рисками в крупных портфелях опционов.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Что такое Гамма опциона?
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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