rhova
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English[edit]
Etymology[edit]
rho + va(riance).
Noun[edit]
rhova (uncountable)
- (finance) 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.
Synonyms[edit]
Hypernyms[edit]
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)