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