英语词汇“kappa”的翻译、意思、用法、释义-英汉经管词典

单词	kappa
释义	kappa One of a group of measures related to the pricing of options that are known as greeks. Formally expressed, the kappa is the partial derivative of the price of an option with respect to changes in the volatility of the price of the underlying. It is a measure of the sensitivity of an option price to the volatility in the price of the underlying.
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