Question
When you are long an option and you delta hedge, you want volatility to increase and the underlying to move around a lot volatility to
When you are long an option and you delta hedge, you want
volatility to increase and the underlying to move around a lot | ||
volatility to decrease and the underlying to just stop moving | ||
traders talking a lot about other asset classes and ignore your underlying | ||
the cost of carry to narrow |
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Market Practice In Financial Modelling
Authors: Tan Chia Chiang
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9814366544, 978-9814366540
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