vanna

FREQ #41444

[地名] [挪威] 万纳岛

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 spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.

    不可数 商务 金融

相关短语

cross vanna

词源

Made up to sound like a Greek letter, probably beginning with "v" to be similar to vega.

来源：wiktionary