Значение

значений: 1
  1. (неисчисляемое)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.

Происхождение

Blend of volatility + gamma.

Blend of volatility + gamma.

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vomma — значение, примеры, формы, синонимы | Krumeto