rhova
English
Etymology
rho + va(riance).
Noun
rhova (uncountable)
- (finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the risk-free interest rate, or equivalently the rate of change of rho with respect to changes in the volatility of the underlying asset.
Synonyms
- vera
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
Anagrams
- Vohra