gamma of the gamma
Fear of frogs.
A Japanese dish made by deep-frying vegetables, seafood, or other foods in a light batter.
plural of Telleria
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.
ボラティリティの急騰に備え、リスク管理者は原資産価格に対するガンマの変化率(第3次の感度)を再計算して、オプションのエクスポージャーが価格変動にどのように反応するかを評価した。
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DiQt
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