英语词汇“Gamma”的翻译、意思、用法、释义-英汉经管词典

单词	Gamma
释义	Gamma 伽玛值期权的得尔塔值(delta)对标的资产价格敏感度的指标，衡量标的资产价格每一单位的变动会导致期权得尔塔值多大幅度的变动。标的资产是指期权持有人行使权利可买进或卖出的金融工具或商品。参见Delta（得尔塔系数），Option（期权）。 The measure of change in the delta of an option compared with a price change in the underlying financial instrument on which the option is based. "See also: Delta, Option"
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