A third-order greek that measures the rate of change in the option gamma in response to a change in the...

One of the Greeks (sensitivity measures) that captures the rate of change of gamma with respect to changes in the...

A third-order greek that measures the rate of change in the option gamma in response to a change in the...

A series of calculations which determine and reflect different profiles of risk exhibited by a stock or asset underlying a derivative in response to changes in...