DvegaDvol
English
editEtymology
editFrom the mathematical formula , the partial derivative of vega ( ) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".
Noun
editDvegaDvol (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
editHypernyms
edit- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)