Gamma

by Joost Nusselder | Updated on:  June 25, 2022
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In mathematical finance, the Greeks are the quantities representing the sensitivity of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent. The name is used because the most common of these sensitivities are often denoted by Greek letters. Collectively these have also been called the risk sensitivities, risk measures or hedge parameters.

I'm Joost Nusselder, the founder of Tools Doctor, content marketer, and dad. I love trying out new equipment, and together with my team I've been creating in-depth blog articles since 2016 to help loyal readers with tools & crafting tips.