Filter by Categories
Accounting
Banking

Cross Sensitivity Measures

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Cross Greeks

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

Cross Vanna

An option sensitivity (literally a cross Greek) that measures the rate of change of vega in one underlying in reaction...