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noun
A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Definition source: English Wiktionary via Wiktextract
Usage: uncountable
Topics: business, finance
No example sentence was provided for this meaning.
Synonyms: none provided
Antonyms: none provided
History
From the mathematical formula -(∂Δ)/(∂τ), the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".
