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vega convexity. In DICTIOUS you will not only get to know all the dictionary meanings for the word
vega convexity, but we will also tell you about its etymology, its characteristics and you will know how to say
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English
Noun
vega convexity (uncountable)
- (finance) 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.
Synonyms
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)