DvegaDtime

noun

DvegaDtime

noun

Etymology From the mathematical formula (∂𝒱)/(∂τ), the partial derivative of vega (𝒱) with respect to time (τ), pronounced as "D vega (by) D time".

Business, Finance 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.

Synonyms: veta
Hypernyms: Greeks

Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.