dictionary · eo1.org

veta

Fetched 2026-10-26 (cache).

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Noun

  1. {{lb|en|finance}} 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]].

Source: Wiktionary · CC BY-SA 4.0 (Wiktionary dump) · cached copy, not a rewrite.