vomma
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English
[edit]Etymology
[edit]Blend of volatility + gamma
Noun
[edit]vomma (uncountable)
- (finance) 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
[edit]Hypernyms
[edit]- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
Norwegian Nynorsk
[edit]Noun
[edit]vomma f