rhova

English

Etymology

rho + va(riance).

Noun

rhova (uncountable)

1. (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

• vera

Hypernyms

• (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)

Anagrams

• Vohra