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Before the meeting, she computed the vera to determine how a shift in interest rates would affect vega and rho across the book.
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Before the meeting, she computed the vera to determine how a shift in interest rates would affect vega and rho across the book.
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Related words
vera
IPA(Pronunciation)
Noun
uncountable
Japanese Meaning
（金融）デリバティブの価格感応度の二階微分を示す尺度。具体的には、リスクフリーレートの変化に伴うvegaの変化率、または原資産のボラティリティの変化に伴うrhoの変化率として表される。
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