vomma

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English

Etymology

Blend of volatility +‎ gamma

Pronunciation

Noun

vomma (uncountable)

  1. (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)

Norwegian Nynorsk

Noun

vomma f

  1. definite singular of vom