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Meaning of cross gamma | Babel Free

Noun CEFR B2

Definitions

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.

uncountable

CEFR level

B2
Upper Intermediate
This word is part of the CEFR B2 vocabulary — upper intermediate level.
See all B2 English words →

See also

Cross Gates Cross Green cross handle Cross Hands Cross Hills Cross Houses

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