DdeltaDtime
التعريفات والمعاني
== English ==
=== Etymology ===
From the mathematical formula
−
∂
Δ
∂
τ
{\displaystyle -{\frac {\partial \Delta }{\partial \tau }}}
, the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".
=== Noun ===
DdeltaDtime (uncountable)
(finance) A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
==== Synonyms ====
charm, delta decay
==== Hypernyms ====
(measure of derivative price sensitivity): Greeks (includes list of coordinate terms)