DgammaDspot

名词 n.

英文释义

名词 n.
  1. 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. uncountable

词源

From the mathematical formula (∂Γ)/(∂S), the partial derivative of gamma (Γ) with respect to spot price (S), pronounced as "D gamma (by) D spot (price)".
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