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cross gamma. In DICTIOUS you will not only get to know all the dictionary meanings for the word
cross gamma, but we will also tell you about its etymology, its characteristics and you will know how to say
cross gamma in singular and plural. Everything you need to know about the word
cross gamma you have here. The definition of the word
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English
Noun
cross gamma (uncountable)
- (finance) 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.
Hypernyms
- (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)