← Back to search

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.

See also

correlation energies correlation energy correlation function correlation functions correlationally correlationism