Word.ws English Dictionary

cross gamma

cross gamma noun: a measure of derivative price sensitivity, expressed as the rate of change of delta in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option.

Noun

cross gamma (uncountable)

  1. A measure of derivative price sensitivity, expressed as the rate of change of delta in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option.

Questions about cross gamma

What does cross gamma mean?
Cross gamma means a measure of derivative price sensitivity, expressed as the rate of change of delta in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option.
What part of speech is cross gamma?
Cross gamma is a noun.

Words near cross gamma in the dictionary

  1. cross files
  2. cross fleury
  3. cross flory
  4. cross fox
  5. cross foxes
  6. cross gamma
  7. Cross Gates
  8. Cross Green
  9. cross handle
  10. cross handles
  11. Cross Hands

Source and license

Adapted from Wiktionary: cross gamma (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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