Word.ws English Dictionary

vega convexity

vega convexity noun: 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.

Noun

vega convexity (uncountable)

  1. 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:
    DvegaDvol, volga, vomma

Synonyms of vega convexity

Questions about vega convexity

What does vega convexity mean?
Vega convexity means 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.
What part of speech is vega convexity?
Vega convexity is a noun.

Words near vega convexity in the dictionary

  1. veg-head
  2. veg-heads
  3. vega
  4. Vega Alta
  5. Vega Baja
  6. vega convexity
  7. Vegaflor
  8. vegan
  9. vegan burger
  10. vegan burgers
  11. vegana

Source and license

Adapted from Wiktionary: vega convexity (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

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