correlation delta
nounDefinitions
A measure of derivative price sensitivity with respect to changes in the correlation…
A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
The neighborhood
Vish — recursive loop
No curated loop yet for correlation delta. Loops are being traced one word at a time while the ingestion pipeline matures.
sense glosses and etymology drawn from English Wiktionary · source · CC-BY-SA