| 释义 |
greeks Measures of the sensitivity of the value of an option to the different determinants of option value. They may be the partial derivatives of an option-pricing formula with respect to such right-hand side terms as the exercise price, the price of the underlying, the risk-free interest rate, and the time to maturity. Individual greeks include delta, gamma, kappa, lambda, rho, tau, theta, and vega. |