rhova
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 risk-free interest rate, or equivalently the rate of change of rho 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 risk-free interest rate, or equivalently the rate of change of rho with respect to changes in the volatility of the underlying asset.
Origin
rho + va(riance).rho + va(riance).
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Synonyms
1 synonymsLessons for this word
1 lessons- A1Countable and uncountable nouns — Because it can be uncountable