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Meaning of DgammaDvol | Babel Free

Noun CEFR B2

Definitions

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.

uncountable

CEFR level

B2
Upper Intermediate
This word is part of the CEFR B2 vocabulary — upper intermediate level.

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