DgammaDtime

English

Etymology

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

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.

Synonyms

color, colour, gamma decay

Hypernyms

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

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