DvegaDtime
English edit
Etymology edit
From the mathematical formula , the partial derivative of vega ( ) with respect to time (τ), pronounced as "D vega (by) D time".
Noun edit
DvegaDtime (uncountable)
- (finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to time, or equivalently the rate of change of theta with respect to changes in the volatility of the underlying asset.
Synonyms edit
Hypernyms edit
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)