411 REFERENCE · Wiktionary
DgammaDvol
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 gamma (Γ) with respect to volatility (σ), pronounced as "D gamma (by) D vol(atility)".
Noun
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en finance A third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma with respect to changes in the volatility of the underlying asset.
Synonyms
en zomma
Hypernyms
measure of derivative price sensitivity en Greeks includes list of coordinate terms