Last Updated :2025/12/04

gamma of the gamma

Noun
uncountable
Japanese Meaning
(金融) ガンマの変化率、つまり、基礎資産の価格変動に対してガンマがどのように変化するかを示す、派生商品の価格感応性の第3次指標
What is this buttons?

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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(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.

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gamma of the gamma

Before the volatility spike, the risk manager recalculated the gamma of the gamma to assess how option exposures would respond to price movements.

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Before the volatility spike, the risk manager recalculated the gamma of the gamma to assess how option exposures would respond to price movements.

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