DvegaDvol
A second-order measure of derivative price sensitivity, expressed as the rate of…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.
Meaning
1 senses(uncountable)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.
Origin
From the mathematical formula (∂𝒱)/(∂σ), the partial derivative of vega (𝒱) with respectFrom the mathematical formula (∂𝒱)/(∂σ), the partial derivative of vega (𝒱) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".
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Synonyms
3 synonymsLessons for this word
1 lessons- A1Countable and uncountable nouns — Because it can be uncountable