"correlation delta" meaning in English

See correlation delta in All languages combined, or Wiktionary

Noun

Head templates: {{en-noun|-}} 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. Tags: uncountable Categories (topical): Finance Synonyms: cega Hypernyms (measure of derivative price sensitivity): Greeks (english: includes list of coordinate terms)
    Sense id: en-correlation_delta-en-noun-A3wbIGnH Categories (other): English entries with incorrect language header, Pages with 1 entry, Pages with entries Topics: business, finance
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        "A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option."
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        "(finance) A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option."
      ],
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        {
          "word": "cega"
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        "A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option."
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This page is a part of the kaikki.org machine-readable English dictionary. This dictionary is based on structured data extracted on 2024-11-06 from the enwiktionary dump dated 2024-10-02 using wiktextract (fbeafe8 and 7f03c9b). 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.

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