zomma

English

Etymology

Made up to sound like a Greek letter.

Noun

zomma (uncountable)

  1. (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

Hypernyms
  • (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)

Anagrams
This article is issued from Wiktionary. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.