Home / Tag Archives: Gamma

Tag Archives: Gamma

G

Gamma The ratio of a change in the option delta to a small change in the price of the asset on which the option is written. Garmen-Kohlhagen option pricing model A widely used model for pricing foreign currency options. Gearing Financial leverage. GEMs (growing-equity mortgages) Mortgages in which annual increases in monthly payments are used ...

Read More »