"DgammaDvol" meaning in All languages combined

See DgammaDvol on Wiktionary

Noun [English]

Etymology: From the mathematical formula (∂Γ)/(∂σ), the partial derivative of gamma (Γ) with respect to volatility (σ), pronounced as "D gamma (by) D vol(atility)". Head templates: {{en-noun|-}} DgammaDvol (uncountable)
  1. (finance) 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 Categories (topical): Finance Synonyms: zomma Hypernyms (measure of derivative price sensitivity): Greeks (english: includes list of coordinate terms)
    Sense id: en-DgammaDvol-en-noun-5w4gHPo3 Categories (other): English entries with incorrect language header, Pages with 1 entry, Pages with entries Topics: business, finance
{
  "etymology_text": "From the mathematical formula (∂Γ)/(∂σ), the partial derivative of gamma (Γ) with respect to volatility (σ), pronounced as \"D gamma (by) D vol(atility)\".",
  "head_templates": [
    {
      "args": {
        "1": "-"
      },
      "expansion": "DgammaDvol (uncountable)",
      "name": "en-noun"
    }
  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "senses": [
    {
      "categories": [
        {
          "kind": "other",
          "name": "English entries with incorrect language header",
          "parents": [
            "Entries with incorrect language header",
            "Entry maintenance"
          ],
          "source": "w"
        },
        {
          "kind": "other",
          "name": "Pages with 1 entry",
          "parents": [],
          "source": "w"
        },
        {
          "kind": "other",
          "name": "Pages with entries",
          "parents": [],
          "source": "w"
        },
        {
          "kind": "topical",
          "langcode": "en",
          "name": "Finance",
          "orig": "en:Finance",
          "parents": [
            "Business",
            "Economics",
            "Society",
            "Social sciences",
            "All topics",
            "Sciences",
            "Fundamental"
          ],
          "source": "w"
        }
      ],
      "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."
      ],
      "hypernyms": [
        {
          "english": "includes list of coordinate terms",
          "sense": "measure of derivative price sensitivity",
          "word": "Greeks"
        }
      ],
      "id": "en-DgammaDvol-en-noun-5w4gHPo3",
      "links": [
        [
          "finance",
          "finance#Noun"
        ],
        [
          "third-order",
          "third-order"
        ],
        [
          "derivative",
          "derivative"
        ],
        [
          "vanna",
          "vanna"
        ],
        [
          "spot price",
          "spot price"
        ],
        [
          "gamma",
          "gamma"
        ],
        [
          "volatility",
          "volatility"
        ],
        [
          "underlying",
          "underlying"
        ],
        [
          "asset",
          "asset"
        ]
      ],
      "raw_glosses": [
        "(finance) 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."
      ],
      "synonyms": [
        {
          "word": "zomma"
        }
      ],
      "tags": [
        "uncountable"
      ],
      "topics": [
        "business",
        "finance"
      ]
    }
  ],
  "word": "DgammaDvol"
}
{
  "etymology_text": "From the mathematical formula (∂Γ)/(∂σ), the partial derivative of gamma (Γ) with respect to volatility (σ), pronounced as \"D gamma (by) D vol(atility)\".",
  "head_templates": [
    {
      "args": {
        "1": "-"
      },
      "expansion": "DgammaDvol (uncountable)",
      "name": "en-noun"
    }
  ],
  "hypernyms": [
    {
      "english": "includes list of coordinate terms",
      "sense": "measure of derivative price sensitivity",
      "word": "Greeks"
    }
  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "senses": [
    {
      "categories": [
        "English entries with incorrect language header",
        "English lemmas",
        "English nouns",
        "English uncountable nouns",
        "Pages with 1 entry",
        "Pages with entries",
        "en: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."
      ],
      "links": [
        [
          "finance",
          "finance#Noun"
        ],
        [
          "third-order",
          "third-order"
        ],
        [
          "derivative",
          "derivative"
        ],
        [
          "vanna",
          "vanna"
        ],
        [
          "spot price",
          "spot price"
        ],
        [
          "gamma",
          "gamma"
        ],
        [
          "volatility",
          "volatility"
        ],
        [
          "underlying",
          "underlying"
        ],
        [
          "asset",
          "asset"
        ]
      ],
      "raw_glosses": [
        "(finance) 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"
      ],
      "topics": [
        "business",
        "finance"
      ]
    }
  ],
  "synonyms": [
    {
      "word": "zomma"
    }
  ],
  "word": "DgammaDvol"
}

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This page is a part of the kaikki.org machine-readable All languages combined dictionary. This dictionary is based on structured data extracted on 2025-01-13 from the enwiktionary dump dated 2025-01-01 using wiktextract (4ba5975 and 4ed51a5). The data shown on this site has been post-processed and various details (e.g., extra categories) removed, some information disambiguated, and additional data merged from other sources. See the raw data download page for the unprocessed wiktextract data.

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