zeta

n.
The sixth letter of the Greek alphabet.

[Greek zēta, of Phoenician origin.]

Derivative Pricing Model that measures the effect of volatility. Used interchangeably with vega and also with Kappa, Omega, and Sigma prime.

1. A closed or small chamber.
2. A room over a porch of an early Christian church, where the porter or sexton lived and where documents were kept.

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