DvegaDtime

释义与例句

n.
  1. 1.

    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.

    不可数 商务 金融

词源

From the mathematical formula (∂𝒱)/(∂τ), the partial derivative of vega (𝒱) with respect to time (τ), pronounced as "D vega (by) D time".

来源：wiktionary