"cross vanna" meaning in English

See cross vanna in All languages combined, or Wiktionary

Noun

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, Pages with 1 entry, Pages with entries Topics: business, finance
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        "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."
      ],
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          "price",
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        ],
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          "volatility",
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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."
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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."
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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 2024-12-21 from the enwiktionary dump dated 2024-12-04 using wiktextract (d8cb2f3 and 4e554ae). 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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