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单词 DvegaDvol
释义

DvegaDvol

English

Etymology

From the mathematical formula , the partial derivative of vega () with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".

Noun

DvegaDvol (uncountable)

  1. (finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.

Synonyms

  • vega convexity, volga, vomma

Hypernyms

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