trading VEGA

Discussion in 'Options' started by jenek-cowboy, Oct 16, 2007.

  1. And I so trying to understand in this.I promise you that i reread those books soon
     
    #61     Oct 19, 2007
  2. cvds16

    cvds16

    first, I don't understand Russian (4 other languages yes, but no Russian) second when I analyse an optionpositions I never look at charts with different strike prices, certainly not ones with prices at expiration. I just look at my delta, gamma, theta, rho and vega over different strike prices.
     
    #62     Oct 19, 2007
  3. MTE

    MTE

    Actually, it is. Buying 2 calls and selling 1 futures is a synthetic straddle.
     
    #63     Oct 19, 2007
  4. But in Russia we have only two books with tarnslation.
    There are MC milan "MIllan about options"
    Tomset "TRading on options"
     
    #64     Oct 19, 2007
  5. MTE

    MTE

    There's nothing to understand there, as the text in Russian doesn't provide any useful information. (I understand Russian)
     
    #65     Oct 19, 2007
  6. cvds16

    cvds16

    Read those three books which I have mentioned, mcmillan is probably the least important one to really understand options and the concept of dynamically delta-neutral hedging.
     
    #66     Oct 19, 2007
  7. as you have been able to learn so much languages?
     
    #67     Oct 19, 2007
  8. And exactly so we first have flown in cosmos :)
     
    #68     Oct 19, 2007
  9. cvds16

    cvds16

    it's not that much, everybody learns 4 at school in belgium, I have a brother who speaks 7 languages :) one of the best ways to learn a foreign language is to read a lot ...
     
    #69     Oct 19, 2007
  10. I hope that you did not disappear from type.
    Really..I read about those books.They powerfully differ from that read i.
    Thank you for advise
     
    #70     Oct 19, 2007