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Meaning of correlation delta | Babel Free

Noun CEFR B2

Definitions

A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.

uncountable

CEFR level

B2
Upper Intermediate
This word is part of the CEFR B2 vocabulary — upper intermediate level.
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See also

correlation energy correlation function correlationism correlationist Correlations correlationship

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