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  2. Gamma distribution - Wikipedia

    en.wikipedia.org/wiki/Gamma_distribution

    In genomics, the gamma distribution was applied in peak calling step (i.e., in recognition of signal) in ChIP-chip [41] and ChIP-seq [42] data analysis. In Bayesian statistics, the gamma distribution is widely used as a conjugate prior. It is the conjugate prior for the precision (i.e. inverse of the variance) of a normal distribution.

  3. Greeks (finance) - Wikipedia

    en.wikipedia.org/wiki/Greeks_(finance)

    Most long options have positive gamma and most short options have negative gamma. Long options have a positive relationship with gamma because as price increases, Gamma increases as well, causing Delta to approach 1 from 0 (long call option) and 0 from −1 (long put option). The inverse is true for short options. [11]

  4. Convexity (finance) - Wikipedia

    en.wikipedia.org/wiki/Convexity_(finance)

    In mathematical finance, convexity refers to non-linearities in a financial model.In other words, if the price of an underlying variable changes, the price of an output does not change linearly, but depends on the second derivative (or, loosely speaking, higher-order terms) of the modeling function.

  5. Vanna–Volga pricing - Wikipedia

    en.wikipedia.org/wiki/Vanna–Volga_pricing

    The terms and are put in by-hand and represent factors that ensure the correct behaviour of the price of an exotic option near a barrier: as the knock-out barrier level of an option is gradually moved toward the spot level , the BSTV price of a knock-out option must be a monotonically decreasing function, converging to zero exactly at =. Since ...

  6. Black–Scholes equation - Wikipedia

    en.wikipedia.org/wiki/Black–Scholes_equation

    Black and Scholes' insight was that the portfolio represented by the right-hand side is riskless: thus the equation says that the riskless return over any infinitesimal time interval can be expressed as the sum of theta and a term incorporating gamma. For an option, theta is typically negative, reflecting the loss in value due to having less ...

  7. Inverse-gamma distribution - Wikipedia

    en.wikipedia.org/wiki/Inverse-gamma_distribution

    In probability theory and statistics, the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of the reciprocal of a variable distributed according to the gamma distribution.