DdeltaDtime
A second-order measure of derivative price sensitivity, expressed as the instantaneous…A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Meaning
1 senses(uncountable)A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Origin
From the mathematical formula -(∂Δ)/(∂τ), the partial derivative of delta (Δ) with respectFrom the mathematical formula -(∂Δ)/(∂τ), the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".
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Synonyms
2 synonymsLessons for this word
1 lessons- A1Countable and uncountable nouns — Because it can be uncountable