411 REFERENCE · Wiktionary
DvegaDtime
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 vega () with respect to time (τ), pronounced as "D vega (by) D time".
Noun
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en finance 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.
Synonyms
en veta
Hypernyms
measure of derivative price sensitivity en Greeks includes list of coordinate terms