vomma
English edit
Etymology edit
Blend of volatility + gamma
Noun edit
vomma (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
Hypernyms edit
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
Norwegian Nynorsk edit
Noun edit
vomma f