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

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

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

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