Standard Lemma guide
Definitions and examples are grouped by meaning. Pronunciation, history, word forms, translations, descendants, synonyms, antonyms, derived terms, and related words appear whenever the source provides them.
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noun
A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to time, or equivalently the rate of change of theta 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.
Synonyms: none provided
Antonyms: none provided
History
As vega, with the "g" substituted with a "t" to represent time.
