dvegadvol means 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.
Among words judged in Lexicurio's Arena, dvegadvol ranks #33,910 of 42,749 for Qualifying.
Etymology
From the mathematical formula (∂𝒱)/(∂σ), the partial derivative of vega (𝒱) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".
noun
- 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.
Definitions & examples from Wiktionary (CC BY-SA 3.0).
Words closest in meaning
By meaning, not spelling — each word's AI semantic fingerprint, nearest first.
- dvegadspot 86% match — A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset. vs dvegadvol →
- dvegadtime 83% match — 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. vs dvegadvol →
- volga 82% match — Any of several automobiles of the same brand manufactured by GAZ in the Soviet Union and Russia. vs dvegadvol →
- ddeltadvol 80% match — A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset. vs dvegadvol →
- vomma 77% match — 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. vs dvegadvol →
- dvommadvol 77% match — 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. vs dvegadvol →
- rhova 71% match — A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the risk-free interest rate, or equivalently the rate of change of rho with respect to changes in the volatility of the underlying asset. vs dvegadvol →
- dgammadvol 70% match — 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. vs dvegadvol →