vega convexity
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.
Synonyms
3 synonymsLessons for this word
1 lessons- A1Countable and uncountable nouns — Because it can be uncountable
See also
neighbours in the dictionaryDictionary text adapted from Wiktionary (Wiktionary contributors, CC BY-SA 4.0) and Open English WordNet / Princeton WordNet (CC BY 4.0, WordNet License); shared under CC BY-SA 4.0. Example sentences and recordings are credited where they appear.