検索結果- 英語 - 英語
検索内容:
cross gamma
noun
cross vanna
noun
(finance)
A
measure
of
derivative
price
sensitivity,
expressed
as
the
rate
of
change
of
vega
in
one
underlying
asset
with
respect
to
the
asset
price
of
another
underlying
asset
in
a
multi-asset
option,
or
equivalently
the
rate
of
change
of
delta
in
the
second
asset
with
respect
to
the
volatility
of
the
first
asset.
cross volga
noun
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