veta

noun

veta

noun

Etymology As vega, with the "g" substituted with a "t" to represent 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: DvegaDtime
Hypernyms: Greeks

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