你先看本计量经济学吧（老外写的）！

多谢!请问有没有推荐的适合初学者的计量经济学呢?另外,关于市场风险资本计量的一些问题是否可向您请教呢?谢谢!

你的问题应该与计量经济学无关，不要受误导。我相信你想问期权的市场风险，i.e. the market risk of options. 把你的问题写清楚，我看能不能说点什么。Write in English if you are not sure about how to express your question in Chinese exactly.

You can read John Hull's book which has a chapter about those Greeks ( delta, .... )

These Greeks are usually used (by option trades ) to hedge the option risks.

Here I can give you a direct answer or tutoring:

Option value is a (mathematical) function of these variables: underlying stock price, volatility and interest rate and time to maturity.

Delta is partial differential of option value with respect to stock price and gamma is the second derivative.

Vega is partial differential of option with respect to volatility.

Rho is with interest rate and theta is with time to maturity.

Those ratios are used to measure how much option value will change if stock price or volatility change. So that is why sometime these Greeks are called risks because they can tell you roughly how much of option value you may lose due change of variables.

Hope these give you a quick start.