vega convexity
English
Noun
vega convexity (uncountable)
- (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
- DvegaDvol, volga, vomma
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)