DgammaDtime
A third-order measure of derivative price sensitivity, expressed as the rate of change…A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.
Meaning
1 senses(uncountable)A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.
Origin
From the mathematical formula (∂Γ)/(∂τ), the partial derivative of gamma (Γ) with respectFrom the mathematical formula (∂Γ)/(∂τ), the partial derivative of gamma (Γ) with respect to time (τ), pronounced as "D gamma (by) D time".
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Synonyms
3 synonymsLessons for this word
1 lessons- A1Countable and uncountable nouns — Because it can be uncountable