vega convexity

Noun

Meaning

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.

Source: en.wiktionary.org

Synonyms

volga DvegaDvol vomma

Close letter words and terms

veg out veg-head vega vegan vegan anarchism vegan burger