Write f(x,y)=x2+cxy+y2. Then
fx(x,y)fy(x,y)fxx(x,y)fxy(x,y)fyy(x,y)=2x+cy=cx+2y=2=c=2fx(0,0)=0fy(0,0)=0
As fx(0,0)=fy(0,0)=0, we have that (0,0) is always a critical point
for f. According to the Second Derivative Test, (0,0) is also a saddle point
for f if
fxx(0,0)fyy(0,0)−fxy(0,0)2<0⟺4−c2<0⟺∣c∣>2
As a remark, the Second Derivative Test provides no information
when the expression
fxx(0,0)fyy(0,0)−fxy(0,0)2=0, i.e. when c=±2.
But when c=±2,
f(x,y)=x2±2xy+y2=(x±y)2
and f has a local minimum, not a saddle point, at (0,0).