DgammaDtime
Noun
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Noun
DgammaDtime (uncountable)
- (finance) 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.
This text is extracted from the Wiktionary and it is available under the CC BY-SA 3.0 license | Terms and conditions | Privacy policy 0.003