vanna (0 synonym found)

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Definition of vanna:

(n) : (finance) 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.
(n) : A female given name from the Slavic languages.
(n) : A surname from Italian.

Definition of vanna:

(n) : (finance) 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.
(n) : A female given name from the Slavic languages.
(n) : A surname from Italian.

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