correlation delta
A measure of derivative price sensitivity with respect to changes in the correlation…A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
Meaning
1 senses(uncountable)A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
Synonyms
1 synonymsLessons for this word
1 lessons- A1Countable and uncountable nouns — Because it can be uncountable