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vanna

Noun CEFR C2 Specialized

Definitions

  1. A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
    uncountable
  2. A female given name from the Slavic languages.
  3. A surname from Italian.

Equivalents

Françaisvanna
ItalianoVanna

CEFR level

C2
Mastery
This word is part of the CEFR C2 vocabulary — mastery level.
See all C2 English words →

See also

Vannamee Vannatta Vannatter vannellid Vanner vannerman

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