Vanna and Charm Exposure
Автор: KeyPaganRush
Загружено: 2020-12-16
Просмотров: 35500
Описание:
An introduction to how market makers delta hedge their vanna and gamma exposures and the effect it has on price movements.
Twitter: @KeyPaganRush
In collaboration with Cem Karsan.
Cem Karsan: CEO and CIO of Kai Volatility Advisors
Twitter: @jam_croissant
https://www.kaivolatility.com/
Previous video that explains delta hedging of Gamma exposures in more detail:
• Gamma and Vanna exposures
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