Veta
Definition & Meaning
Part of speech noun
Quick meaning: Veta is a noun meaning (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.
Meaning
(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.
Related Words
Related dictionary entries include vomma, volga, vanna, vera, vega, zomma.
Related Dictionary Tools
Sources & Attribution
FreeDictionaryAPI.com / Wiktionary · Original source · CC BY-SA 4.0
Dictionary data is provided by FreeDictionaryAPI.com and sourced from Wiktionary under its stated license.