Unnumbered source etymology
Original entry ↗A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the risk-free interest rate, or equivalently the rate of change of rho with respect to changes in the volatility of the underlying asset.
rho + va(riance).
Inspect preserved source fields
Raw extraction fields are retained for auditing. Their order does not establish ancestry.
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"A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the risk-free interest rate, or equivalently the rate of change of rho with respect to changes in the volatility of the underlying asset."
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