Related Words
Related dictionary entries include vomma, vanna, ultima, speed, volga, veta.
Continue With Zomma
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(finance) A third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma with respect to changes in the volatility of the underlying asset.
Related dictionary entries include vomma, vanna, ultima, speed, volga, veta.
Relationships are shown only after the shared lexical validator accepts them. A suggestion is not automatically an exact replacement.