vega convexity
English
Noun
- (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.
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
This article is issued from Wiktionary. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.