Using the second order partials of the Black Scholes PDE for Heding

Discussion in 'Options' started by chromosome, Dec 11, 2011.

  1. Does anyone use the vanna and vomma for hedging exchange traded equity options?
  2. Oh! You meant the "math" vanna, not the "real" Vanna. :cool:
  3. I was going to post a pic like that but it was too obvious and insipid, even for me.

    so I didn't
  4. bc1


    I don't know anything about vanna or vomma but I will keep count on how many times the bare chested pic of Vanna is downloaded. It is at 16 right now.