Riskarb & Mav, Thanks for the clarification.
riskarb, I agree with you but am not clear on the term "convergence-risk"
Mav, Would you agree that because we're using front month options (t <= 30 days) where vega and gamma are low especially for ITM and OTM...
Learning to apply the greeks will take time and effort. The best books for defining the interrelationships are by Natenberg and Hull. Baird is a...
Yep, I was thinking of the VIP solution myself. This is where the servers/desktop machines are clustered (put into a group), given individual...
Without a doubt Baird is the book that truly explains the application of the greeks to trading strategies. McMillan and Natenberg defined the...
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