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Home > QFINANCE Dictionary > Definition of gamma

Definition of

gamma

Stockholding & Investments

rate of change in option price the rate of change in the delta of an option for a unit change in the price of the underlying asset. It is a measure of convexity.

Definitions of ’gamma’ and meaning of ’gamma’ are from the book publication, QFINANCE – The Ultimate Resource, © 2009 Bloomsbury Information Ltd. Find definitions for ’gamma’ and other financial terms with our online QFINANCE Financial Dictionary.

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