cross gamma
A measure of derivative price sensitivity, expressed as the rate of change of delta in…A measure of derivative price sensitivity, expressed as the rate of change of delta in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option.
Meaning
1 senses(uncountable)A measure of derivative price sensitivity, expressed as the rate of change of delta in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option.
Lessons for this word
1 lessons- A1Countable and uncountable nouns — Because it can be uncountable