DvegaDvol

English edit

Etymology edit

From the mathematical formula ${\frac {\partial {\mathcal {V}}}{\partial \sigma }}$ , the partial derivative of vega ( ${\mathcal {V}}$ ) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".

Noun edit

DvegaDvol (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 edit

vega convexity, volga, vomma

Hypernyms edit

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