DvommaDvol
From Wiktionary, the free dictionary
Etymology
From the mathematical formula , the partial derivative of vomma with respect to volatility (σ), pronounced as "D vomma (by) D vol(atility)".
Noun
DvommaDvol (uncountable)
- (finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.
Synonyms
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
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