[klibertp]

For the quickest workaround if you need only a lambda char, bind something like this to some keys:

    (defun my-insert-lambda () 
        (interactive)
        (ucs-insert 955))

But there are many different options available in Emacs for inserting exotic characters, as listed here, for example: http://stackoverflow.com/questions/10192341/how-to-enter-gre... - I didn't have any need for them, as I only need lambda character when I'm programming in Racket (which understands this character natively, which is very nice!), but both abbrevs and input method ways of doing this look legit.