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gamma of the gamma

Noun CEFR C2

Definitions

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.

uncountable

CEFR level

C2
Mastery
This word is part of the CEFR C2 vocabulary — mastery level.
See all C2 English words →

See also

gamma particle gamma pulsar gamma radiation gamma ray Gamma variant gamma wave

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