volga

FREQ #28127

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 volatility of the underlying asset.

    不可数 商务 金融

相关短语

Volga German Volga Germans Volga Federal District cross volga

词源

Blend of volatility + gamma.

来源：wiktionary