Questioning the meaning of Vega
- Thread starter thecoder
- Start date
Delta is nonlinear which is expressed also by gamma.
Vega is nonlinear which is expressed also by vomma.
There are 1st, 2nd and 3rd order derivatives. Nobody lied, you just don't understand
https://en.wikipedia.org/wiki/Greeks_(finance)
Vega is nonlinear which is expressed also by vomma.
There are 1st, 2nd and 3rd order derivatives. Nobody lied, you just don't understand
https://en.wikipedia.org/wiki/Greeks_(finance)