DgammaDvol (English, noun)
expansion: DgammaDvol (uncountable)
Senses:
topics: business
finance
glosses: 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.
tags: uncountable
Forms: