411 REFERENCE · Wiktionary
DdeltaDtime
Reference material by Wiktionary contributors. This retains its source identity and is not 411 news reporting.
English
Etymology
From the mathematical formula , the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".
Noun
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en finance A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Synonyms
en charm, en delta decay
Hypernyms
measure of derivative price sensitivity en Greeks includes list of coordinate terms