vanna

名词 n.
中文释义

英文释义

名词 n.
  1. A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset. uncountable

词源

Made up to sound like a Greek letter, probably beginning with "v" to be similar to vega.
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