gamma decay

English

Noun

gamma decay (countable and uncountable, plural gamma decays)

1. (physics, countable) A nuclear reaction with the emission of a gamma ray.
2. (finance, uncountable) A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.

Synonyms

• (measure of derivative price sensitivity): color, colour, DgammaDtime

Hypernyms

• (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)