Last Updated：2025/12/04
Sentence
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。
Quizzes for review
The risk manager recalculated the correlation delta after the volatility spike to ensure the multi-asset option remained properly hedged.
See correct answer
The risk manager recalculated the correlation delta after the volatility spike to ensure the multi-asset option remained properly hedged.
音声機能が動作しない場合はこちらをご確認ください
Related words
correlation delta
Noun
uncountable
Japanese Meaning
マルチアセットオプションにおいて、基礎資産間の相関関係の変化に対する、デリバティブ価格の感応度を測定する指標。
English - English
Word Edit Setting
- Users who have edit permission for words - All Users
- Screen new word creation
- Screen word edits
- Screen word deletion
- Screen the creation of new headword that may be duplicates
- Screen changing entry name
- Users authorized to vote on judging - Editor
- Number of votes required for decision - 1
Sentence Edit Setting
- Users who have edit permission for sentences - All Users
- Screen sentence deletion
- Users authorized to vote on judging - Editor
- Number of votes required for decision - 1
Quiz Edit Setting
- Users who have edit permission for quizzes - All Users
- Users authorized to vote on judging - Editor
- Number of votes required for decision - 1
