"cross gamma" meaning in English

See cross gamma in All languages combined, or Wiktionary

Noun

Head templates: {{en-noun|-}} cross gamma (uncountable)
  1. (finance) 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. Tags: uncountable Categories (topical): Finance Hypernyms (measure of derivative price sensitivity): Greeks (english: includes list of coordinate terms)
    Sense id: en-cross_gamma-en-noun-e2ds1R-u Categories (other): English entries with incorrect language header Topics: business, finance

Download JSON data for cross gamma meaning in English (1.4kB)

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        "(finance) 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."
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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 2024-04-26 from the enwiktionary dump dated 2024-04-21 using wiktextract (93a6c53 and 21a9316). 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.