Finance English
Analysis

期权伽马 是什么?

期权伽马 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 “期权伽马” Used in Practice?

期权伽马量化德尔塔对标的资产价格变化的敏感度,是管理大型期权组合非线性风险的关键。

Certification Exam Relevance

CFAACCAFRM

Who Needs to Know This Term?

  • Financial Analysts
  • Bankers
  • Traders

Learn “期权伽马” Free with Termify

Master 期权伽马 and 4,071+ professional terms with native pronunciation, IPA transcriptions and career quizzes. 100% free, forever.

Download Free for iOS

Frequently Asked Questions

期权伽马 是什么?

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 期权伽马 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: