DvommaDvol

English edit

Etymology edit

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

Noun edit

DvommaDvol (uncountable)

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

Synonyms edit

ultima

Hypernyms edit

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