Sanakirja.org

Määritelmät

Substantiivi

1. (Cockney rhyming slang) A skin (rolling paper for cigarettes).
2. (finance) 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.