cross vanna (English, noun)
expansion: cross vanna (uncountable)
Senses:
topics: business
finance
glosses: A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option, or equivalently the rate of change of delta in the second asset with respect to the volatility of the first asset.
tags: uncountable
Forms: