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Vera

A second-order Greek that that relates the rate of change in a derivative's rho to changes in volatility. In other...

    RHOVA

    A second-order Greek that that relates the rate of change in a derivative's rho to changes in volatility. In other...

      2nd Order Greeks

      A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

        Second Order Greeks

        A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...