cross vanna

== English == === Noun === cross vanna (uncountable) (finance) 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. ==== Hypernyms ==== (measure of derivative price sensitivity): Greeks (includes list of coordinate terms)