volga
See also: Volga
English
Etymology
Blend of volatility + gamma
Noun
volga (uncountable)
- (finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.
Synonyms
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
Derived terms
Italian
Verb
volga
- inflection of volgere:
- first/second/third-person singular present subjunctive
- third-person singular imperative
Anagrams
Latin
Slovene
Etymology
From Proto-Slavic *jьvьlga.
Pronunciation
- IPA(key): /ʋɔ̀ːʋɡa/
Further reading
- “volga”, in Slovarji Inštituta za slovenski jezik Frana Ramovša ZRC SAZU, portal Fran
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