"cross vanna" meaning in All languages combined

See cross vanna on Wiktionary

Noun [English]

Head templates: {{en-noun|-}} cross vanna (uncountable)
  1. (finance) A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option, or equivalently the rate of change of delta in the second asset with respect to the volatility of the first asset. Tags: uncountable Categories (topical): Finance Hypernyms (measure of derivative price sensitivity): Greeks (english: includes list of coordinate terms)
    Sense id: en-cross_vanna-en-noun-Nku0Y7t2 Categories (other): English entries with incorrect language header Topics: business, finance

Download JSON data for cross vanna meaning in All languages combined (1.7kB)

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      ],
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          "english": "includes list of coordinate terms",
          "sense": "measure of derivative price sensitivity",
          "word": "Greeks"
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        "(finance) A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option, or equivalently the rate of change of delta in the second asset with respect to the volatility of the first asset."
      ],
      "tags": [
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This page is a part of the kaikki.org machine-readable All languages combined dictionary. This dictionary is based on structured data extracted on 2024-05-10 from the enwiktionary dump dated 2024-05-02 using wiktextract (a644e18 and edd475d). The data shown on this site has been post-processed and various details (e.g., extra categories) removed, some information disambiguated, and additional data merged from other sources. See the raw data download page for the unprocessed wiktextract data.

If you use this data in academic research, please cite Tatu Ylonen: Wiktextract: Wiktionary as Machine-Readable Structured Data, Proceedings of the 13th Conference on Language Resources and Evaluation (LREC), pp. 1317-1325, Marseille, 20-25 June 2022. Linking to the relevant page(s) under https://kaikki.org would also be greatly appreciated.