rhova
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rhova
Where it comes from
rho + va(riance).
noun
-
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.
Similar: vera
Talk about this word "rhova." Wiktionary, via Micwyn, micwyn.com/word/rhova. Accessed 6 Nov. 2026. rhova. (n.d.). In Wiktionary, via Micwyn. Retrieved November 6, 2026, from https://micwyn.com/word/rhova "rhova." Wiktionary, via Micwyn. Accessed November 6, 2026. https://micwyn.com/word/rhova.
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@misc{rhova_2026,
title = {rhova},
howpublished = {Wiktionary, via Micwyn},
year = {2026},
url = {https://micwyn.com/word/rhova},
urldate = {2026-11-06}
}