DgammaDspot

English

Etymology

From the mathematical formula ${\frac {\partial \Gamma }{\partial S}}$ , the partial derivative of gamma (Γ) with respect to spot price (S), pronounced as "D gamma (by) D spot (price)".

Noun

DgammaDspot (uncountable)

(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.

Synonyms

gamma of the gamma, speed

Hypernyms

(measure of derivative price sensitivity): Greeks (includes list of coordinate terms)

This article is issued from Wiktionary. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.