correlation delta

From Wiktionary, the free dictionary
Archived revision by Stelio (talk | contribs) as of 16:04, 29 March 2018.
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigation Jump to search

English

[edit]

Noun

[edit]

correlation delta (uncountable)

  1. (finance) A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.

Synonyms

[edit]

Hypernyms

[edit]
  • (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)
Retrieved from "https://en.wiktionary.org/w/index.php?title=correlation_delta&oldid=49237470"