gamma decay
English edit
Noun edit
gamma decay (countable and uncountable, plural gamma decays)
- (physics, countable) A nuclear reaction with the emission of a gamma ray.
- (finance, uncountable) 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.
Synonyms edit
- (measure of derivative price sensitivity): color, colour, DgammaDtime
Hypernyms edit
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)