noun
Meaning 1
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.
Definition source: English Wiktionary via Wiktextract
Usage: uncountable
Topics: business, finance
No example sentence was provided for this meaning.
Meaning relationships
Synonyms: none provided
Antonyms: none provided