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allégér le gamma

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20:26 Nov 23, 2008
This question was closed without grading. Reason: Answer found elsewhere

French to English translations [PRO]
Bus/Financial - Finance (general)
French term or phrase: allégér le gamma
Les fonds ont beaucoup allégé leur gamma, avec un delta quasi neutre, pour ne pas relâcher trop de profit en cas de retour de la volatilité à des niveaux plus raisonnables

How would you translate allégé leur gamma in the sentence above? It's from a presentation about alternative investment strategies
Local time: 20:39

Summary of answers provided
4 +1reduce/trim (their) gamma



11 hrs   confidence: Answerer confidence 4/5Answerer confidence 4/5 peer agreement (net): +1
reduce/trim (their) gamma

It's a Greek.

United States
Local time: 13:39
Specializes in field
Native speaker of: Native in EnglishEnglish
PRO pts in category: 1140

Peer comments on this answer (and responses from the answerer)
agree  Clare-Louise Smith
9 hrs
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