dgammadtime
Word Rarity
Very rare
Frequency: Zipf frequency 0.00 in modern English
20
Scrabble Score
11
Letters
3
Syllables
7
Unique Chars
Meaning
noun
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.
Uncountable
Example Sentences
- "Figure 9 illustrates DgammaDtime of an option with respect to varying asset price and time to maturity."
- "The change in gamma with respect to small changes in time to maturity, DGammaDtime - also called GammaTheta or color (Garman, 1992) — is given by (assuming we get closer to maturity): […]"
- "Colour (DgammaDtime, gamma bleed) (Fig. 137–145) characterizes the changing of Gamma as time changes: […]"
Etymology
From the mathematical formula (∂Γ)/(∂τ), the partial derivative of gamma (Γ) with respect to time (τ), pronounced as "D gamma (by) D time".