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 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
Blend of volatility + gamma.
