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