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gnumeric package

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  1. Hardy (8.04)
  2. Template “gnumeric-functions”
  3. Japanese (ja)
  4. Browsing Japanese translation
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4.
@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_GAMMA uses the Black-Scholes model to calculate the 'gamma' of a European option struck at @strike on an asset with spot price @spot.

(The gamma of an option is the second derivative of its price with respect to the price of the underlying asset, and is the same for calls and puts.)

@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed as the rate of change of delta per unit change in @spot.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA
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@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(危険証券の価格,市場価格,ボラティリティ,満期,収益率)
@DESCRIPTION=@市場価格 で @危険証券の価格 をオプションとしてヨーロピアンプットの "γ" を計算するためにブラック=ショールズ方式を使用します。
(あるオプションのγは基本資産の価格に関連する二番目の配当で、コールとプットと同じです。)
@ボラティリティ は可変はボラティリティで、取り引きを行った期間に対する資産の百分率で表現します。@満期 は取り引きが完了するまでの期間で、@収益率 は市場取り引きの期間に対する安全証券の利率で、百分率で表現します。
返り値は @市場価格 のユニット変更に対するδの変更率で表現されます。
@EXAMPLES=

@SEEALSO=opt_bs_call, opt_bs_put, opt_bs_call_delta opt_bs_put_delta, opt_bs_call_rho, opt_bs_put_rho, opt_bs_call_theta, opt_bs_put_rho, opt_bs_vega
Translated and reviewed by Yukihiro Nakai
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