zomma
English
editEtymology
editMade up to sound like a Greek letter.
Noun
editzomma (uncountable)
- (finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma 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)