zomma

noun

zomma

noun

UK /ˈzɒm.ə/ · US /ˈzɑ.mə/

Etymology Made up to sound like a Greek letter.

Business, Finance A third-order measure of derivative price sensitivity, expressed as the rate of change of vanna with respect to changes in the spot price, or equivalently the rate of change of gamma with respect to changes in the volatility of the underlying asset.

Synonyms: DgammaDvol
Hypernyms: Greeks

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