Meanings
nouncorrelation delta (uncountable)
- uncountablebusinessA measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
Synonyms: cega
Synonyms & antonyms
nounA measure of derivative price sensitivity with respect to changes in the correlation between the underlying assets in a multi-asset option.
Similar
Also see
Cite this entry
APA
correlation delta. (n.d.). In WatkinsX Dictionary. Retrieved November 2, 2026, from https://dictionary.watkinsx.com/word/correlation%20delta
MLA
“correlation delta.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/correlation%20delta. Accessed November 2, 2026.
Chicago
WatkinsX Dictionary, s.v. “correlation delta,” accessed November 2, 2026, https://dictionary.watkinsx.com/word/correlation%20delta.
Source: correlation delta on Wiktionary, CC BY-SA 4.0.