Sunday, 21 April 2024, 3:07 PM
Site: Dark Energy Consulting
Course: Free Simple Glossary of Energy Trading terms (Simple Glossary)
Glossary: Free Simple Glossary of Energy Trading terms
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nick

Gamma

by Nick Henfrey - Saturday, 9 May 2015, 7:14 AM
 

Gamma is one of the market risk Greeks 

It measures the sensitivity of the Delta to an underlier or market value

It is of use when the value of the Delta itself varies with the value of the underlier - the Delta being the ratio of the value of the trade or portfolio to the value of an underlier or market value

For much more information please refer to the Detailed Glossary

nick

General Ledger

by Nick Henfrey - Saturday, 9 May 2015, 7:14 AM
 

A record of all financial transactions made by the company

For much more information please refer to the Detailed Glossary

nick

Give Up

by Nick Henfrey - Saturday, 9 May 2015, 7:14 AM
 

A give up is an OTC trade - usually a forward - given up to an Exchange for clearing 

For much more information please refer to the Detailed Glossary

nick

Greek

by Nick Henfrey - Saturday, 9 May 2015, 7:14 AM
 

The Greeks are a set of Market Risk measures, using Greek (or Greek-like) letters to measure sensitivities of a trade or portfolio to the set of factors that affect the value of the trade or portfolio

For much more information please refer to the Detailed Glossary