Last Updated :2025/12/04

vega convexity

Noun
uncountable
Japanese Meaning
(金融)原資産のボラティリティ変動に対するベガの変化率で示される、デリバティブの価格感応度の第2次指標。
What is this buttons?

トレーダーは、オプション価格がインプライド・ボラティリティの急変にどう反応するかを予測するために、ベガの二階感応度を監視する。

Quizzes for review

(finance) 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.

音声機能が動作しない場合はこちらをご確認ください
See correct answer

vega convexity

Traders monitor vega convexity to anticipate how option prices will react to sudden shifts in implied volatility.

See correct answer

Traders monitor vega convexity to anticipate how option prices will react to sudden shifts in implied volatility.

音声機能が動作しない場合はこちらをご確認ください

English - English

Word Edit Setting
  • Users who have edit permission for words - All Users
  • Screen new word creation
  • Screen word edits
  • Screen word deletion
  • Screen the creation of new headword that may be duplicates
  • Screen changing entry name
  • Users authorized to vote on judging - Editor
  • Number of votes required for decision - 1
Sentence Edit Setting
  • Users who have edit permission for sentences - All Users
  • Screen sentence deletion
  • Users authorized to vote on judging - Editor
  • Number of votes required for decision - 1
Quiz Edit Setting
  • Users who have edit permission for quizzes - All Users
  • Users authorized to vote on judging - Editor
  • Number of votes required for decision - 1
Editing Guideline

Login / Sign up

 

Download the app!
DiQt

DiQt

Free

★★★★★★★★★★