rhova
Jump to navigation
Jump to search
English
[edit]Etymology
[edit]rho + va(riance).
Noun
[edit]rhova (uncountable)
- (finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the risk-free interest rate, or equivalently the rate of change of rho with respect to changes in the volatility of the underlying asset.
Synonyms
[edit]Hypernyms
[edit]- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)