DgammaDspot
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English[edit]
Etymology[edit]
From the mathematical formula , the partial derivative of gamma (Γ) with respect to spot price (S), pronounced as "D gamma (by) D spot (price)".
Noun[edit]
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[edit]
Hypernyms[edit]
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)