Vega
Basic Fixed Income Derivative Hedging
Submitted by loner on 2 September, 2009 - 9:23amThis article introduces you to the basics of hedging fixed income derivatives trades. It is meant to be a practical guide to understanding basic hedging. Three common trade examples are presented with examples of different potential hedges. Volatility smiles are touched on, as are the Greeks (delta, gamma, theta, vega, rho) and other risk measures (PV01/DV01, duration, convexity). The language is written in layman’s terms as much as possible to facilitate understanding of hedging concepts without getting too deeply into complex mathematics.
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Management Of Negative Gamma - Part I
Submitted by loner on 23 May, 2009 - 5:01pmManagement Of Negative Gamma
Part I
Team Latte
Part I
Team Latte
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What did I say then?
Bush appears to contradict anti-torture pledge | FT (6 years 5 weeks ago):
President George W. Bush has asserted that he retains the right to authorise abuse o...
