correlation delta
Moving or advancing at a run. / Of a horse, having a running gait; not a trotter or pacer. / Present, current. / Flowing; easy; cursive. / Continuous; ongoing; keeping along step by step.
present participle of defrizz
Used other than figuratively or idiomatically: see feudal, law.
(finance) A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
ボラティリティの急騰後、リスクマネージャーはマルチアセットオプションが適切にヘッジされていることを確認するために、相関感度を再計算した。
Don't have an account? Sign up
Do you have an account? Login
DiQt
Free
★★★★★★★★★★
