vomma

发音

UK /ˈvɒm.ə/
US /ˈvɑ.mə/

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

词源

Blend of volatility + gamma.

来源：wiktionary