DdeltaDtime
English edit
Etymology edit
From the mathematical formula , the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".
Noun edit
DdeltaDtime (uncountable)
- (finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Synonyms edit
Hypernyms edit
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)