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Meaning of DvegaDtime | Babel Free

Noun CEFR B2

Definitions

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.

uncountable

CEFR level

B2
Upper Intermediate
This word is part of the CEFR B2 vocabulary — upper intermediate level.
See all B2 English words →

See also

DvegaDvol dveykut DVI dvi-manganese DVIDS dvigu

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