English Explanatory Dictionary

DvommaDvol

English dictionary entry

Meanings

noun
  1. A third-order measure of derivative price sensitivity, expressed as the rate of change of vomma with respect to changes in the volatility of the underlying asset.

Word forms

DvommaDvol

Etymology

From the mathematical formula (∂vomma)/(∂σ), the partial derivative of vomma with respect to volatility (σ), pronounced as "D vomma (by) D vol(atility)".

Synonyms

ultima
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