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