repost: Yes, on the blackboard vega hedging is highly questionable. You're hedging a parameter from a model that's wrong. But hedging options with...
thanks for all your replies!
Hi, I am new to options (FX options). I would like to know more about vega neutral trading strategies. I understand that vega neutral means you...
Hi all, I have a question regarding FX straddle that i was asked at an interview Assuming you have a long EURGBP straddle strike at 78.31...
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