English Explanatory Dictionary

DvegaDtime

English dictionary entry

Meanings

noun
  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.

Word forms

DvegaDtime

Etymology

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

Synonyms

veta
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