Windlesham1 replied to the thread Is delta independent of vega?.
Options can give you a free lunch with dessert!
May 21, 2022 at 11:01 AMOptions can give you a free lunch with dessert!
May 21, 2022 at 11:01 AMwith the Greeks and risk shocks. However, with experience you get a feel for what your risks are and how they are changing.
May 21, 2022 at 11:00 AM