The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit, etc) may be hard and confusing to…
The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...
A measure of volatility which supposes that volatility is a random market risk variable, rather than a known and constant...
The volatility of volatility. A measure of volatility which supposes that volatility is a random market risk variable, rather than...
An abbreviation for keep it simple, stupid!. The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit,...
An option contract that has another option contract as underlying. This product depends on volatility of volatility (vol-vol) and therefore...