rhova

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 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.

    不可数 商务 金融

词源

rho + va(riance).

来源：wiktionary