Search
Generic filters
Filter by Categories
Accounting
Banking

Derivatives




Cross Speed


An option sensitivity (literally a cross Greek) that measures the rate of change of gamma in one underlying (of a two-asset option or a multi-asset option) in response to a change in the level of another underlying. Mathematically, cross speed (a type of speed) is given by:

Cross Speed

For calculation, the so-called mixed numerical Greeks are used.



ABC
Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
Watch on Youtube
Remember to read our privacy policy before submission of your comments or any suggestions. Please keep comments relevant, respectful, and as much concise as possible. By commenting you are required to follow our community guidelines.

Comments


    Leave Your Comment

    Your email address will not be published.*