correlation delta
English
Noun
correlation delta (uncountable)
- (finance) A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
Synonyms
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
This article is issued from
Wiktionary.
The text is licensed under Creative
Commons - Attribution - Sharealike.
Additional terms may apply for the media files.