DdeltaDtime

English dictionary entry

Meanings

noun
  1. A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.

Word forms

DdeltaDtime

Etymology

From the mathematical formula -(∂Δ)/(∂τ), the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".

Synonyms

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