Definitions from Wiktionary (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.
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▸ 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.
Similar:
cross volga,
Value at Risk,
derivative,
beta,
derivative instrument,
equivalent variation,
volatility buffer,
swaption,
diversifiable risk,
velocity,
more...
Opposite:
▸ Words similar to cross vanna
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▸ Idioms related to cross vanna
▸ Wikipedia articles (New!)
▸ Words that often appear near cross vanna
▸ Rhymes of cross vanna
▸ Invented words related to cross vanna