Last Updated:2025/11/20
(finance) The quantities representing the sensitivity of the price of derivatives to a change in underlying parameters on which the value of an instrument or portfolio is dependent (so called because some are denoted by Greek letters).
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Greeks
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Source Word
Greeks
IPA(Pronunciation)
Noun
plural
plural-only
Japanese Meaning
金融派生商品(デリバティブ)の価格が、原資産などのパラメータ変動に対してどれだけ敏感かを示す指標(ギリシャ文字で表される数値)