vomma
التعريفات والمعاني
== English ==
=== Etymology ===
Blend of volatility + gamma.
=== Pronunciation ===
(Received Pronunciation) IPA(key): /ˈvɒm.ə/
(General American) IPA(key): /ˈvɑ.mə/
Rhymes: -ɒmə
Hyphenation: vom‧ma
=== Noun ===
vomma (uncountable)
(finance) 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.
==== Synonyms ====
DvegaDvol, vega convexity, volga
==== Hypernyms ====
(measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
== Norwegian Nynorsk ==
=== Noun ===
vomma f
definite singular of vom