dvegadtime
Word Rarity
Very rare
Frequency: Zipf frequency 0.00 in modern English
18
Scrabble Score
10
Letters
4
Syllables
8
Unique Chars
Meaning
noun
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.
Uncountable
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".