Word.ws English Dictionary

correlation delta

correlation delta noun: a measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.

Noun

correlation delta (uncountable)

  1. A measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
    Synonyms:
    cega

Synonyms of correlation delta

Questions about correlation delta

What does correlation delta mean?
Correlation delta means a measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
What part of speech is correlation delta?
Correlation delta is a noun.

Words near correlation delta in the dictionary

  1. correlating
  2. correlatingly
  3. correlation
  4. correlation coefficient
  5. correlation coefficients
  6. correlation delta
  7. correlation energies
  8. correlation energy
  9. correlation function
  10. correlation functions
  11. correlational

Source and license

Adapted from Wiktionary: correlation delta (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

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