vega convexity
English
Noun
- (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.
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
This article is issued from
Wiktionary.
The text is licensed under Creative
Commons - Attribution - Sharealike.
Additional terms may apply for the media files.