DgammaDspot
Noun
Meaning
DgammaDspot (uncountable)
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.
Noun
DgammaDspot (uncountable)
(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.