vega convexity
nounDefinitions
A second-order measure of derivative price sensitivity, expressed as the rate of change…
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.
The neighborhood
Vish — recursive loop
No curated loop yet for vega convexity. Loops are being traced one word at a time while the ingestion pipeline matures.
sense glosses and etymology drawn from English Wiktionary · source · CC-BY-SA