411 REFERENCE · Wiktionary
DvommaDvol
Reference material by Wiktionary contributors. This retains its source identity and is not 411 news reporting.
English
Etymology
From the mathematical formula , the partial derivative of vomma with respect to volatility (σ), pronounced as "D vomma (by) D vol(atility)".
Noun
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en finance A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.
Synonyms
en ultima
Hypernyms
measure of derivative price sensitivity en Greeks includes list of coordinate terms