The Risk Limited Glossary
G:
|
G - the Commodity Futures Symbol which represents the February Delivery Month.
Gamma - the sensitivity of an option's delta to changes in the price of the underlying futures contract.
Gas Turbine - a turbine that converts the energy of hot compressed gases (produced by burning fuel in compressed air) into mechanical power.
Gasification - a chemical or heat process to convert a solid fuel to a gaseous form.
Gasohol - a motor vehicle fuel that is a blend of unleaded gasoline and ethanol.
Generalized ARCH - a generalization of the autoregressive conditional heteroskedasticity model. Also referred to as GARCH.
Geometric Return - log return.
Glass-Steagal Act - the United States 1933 Banking Act that separated commercial and investment banking and formed the FDIC.
Greeks - a set of factor sensitivities used for measuring risk exposures related to options or other derivatives. The key Greek measures are: delta, gamma, rho, theta, and vega.
Green Book - a compendium of information on FAS 133, or other statements and materials related to FAS 133, prepared by the Financial Accounting Standards Board (FASB), which encompasses about 800 pages.
Group of 30 Report - an influential 1993 industry report on OTC derivatives. Also referred to as the G-30 Report.
Click to go directly to the next group of Finance, Energy & Risk glossary terms:
H
Click to go directly to the prior group of glossary terms:
F
Click on bar below to close this Risk Glossary display window.
|
|
©Copyright 1997-2007, Risk Limited Corporation, All Rights Reserved.
|