vomma
English
editEtymology
editBlend of volatility + gamma
Noun
editvomma (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)
Norwegian Nynorsk
editNoun
editvomma f