Meaning of cross gamma | Babel Free
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.
This word is part of the CEFR B2 vocabulary — upper intermediate level.