Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- noun finance A measurement of the sensitivity of the value of an
option to changes in the impliedvolatility of the price of the underlying product.
Etymologies
from Wiktionary, Creative Commons Attribution/Share-Alike License
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Examples
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The notional value of AIG's derivatives book has decreased from more than $2 trillion at its peak to approximately $940bn now, with the gross "vega" - an industry measurement of volatility - on the remaining trades reduced by 75pc.
Telegraph.co.uk: news, business, sport, the Daily Telegraph newspaper, Sunday Telegraph 2010
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The notional value of AIG's derivatives book has decreased from more than $2 trillion at its peak to approximately $940bn now, with the gross "vega" - an industry measurement of volatility - on the remaining trades reduced by 75pc.
Telegraph.co.uk: news, business, sport, the Daily Telegraph newspaper, Sunday Telegraph 2010
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The notional value of AIG's derivatives book has decreased from more than $2 trillion at its peak to approximately $940bn now, with the gross "vega" - an industry measurement of volatility - on the remaining trades reduced by 75pc.
Telegraph.co.uk: news, business, sport, the Daily Telegraph newspaper, Sunday Telegraph 2010
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As Greig had mentioned, we do try to hedge those risks to the extent we can other than the so called vega risk.
pfblogs.org: The Ad-Free Personal Finance Blogs Aggregator 2009
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As Greig had mentioned, we do try to hedge those risks to the extent we can other than the so called vega risk.
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Adopting this strategy on March options is a lot riskier than on a front-month September contract, Mr. Haslett said, because the time telescopes "vega," or volatility exposure.
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But "vega" signifies a fertile tract or field, and thus we have again the conception of communal lands, divided into lots improved by particular families, as the idea of communal tenure necessarily implies.] [Relocated Footnote 8: Zurita ( "Rapport," etc., etc., p. 50):
Houses and House-Life of the American Aborigines Lewis H. Morgan 1849
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Quote Of The Day 2009
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MTV And MySpace Team Up For Online Forum ��� With Focus Group Technology 2009
qroqqa commented on the word vega
A made-up Greek letter representing the partial derivative of the value with respect to volatility in the Black-Scholes equations. The second derivative is denoted by another invented letter, volga, and the derivative with respect to both volatility and price is vanna.
September 17, 2008