UoP and Vega neutral: Difference between pages
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A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset. | |||
== See also == | |||
* [[Hedging]] | |||
* [[ | * [[Neutral]] | ||
* [[ | * [[Option]] | ||
* [[ | * [[Underlying asset]] | ||
* [[ | * [[Vega hedging]] | ||
* [[ | |||
[[Category:Financial_products_and_markets]] | |||
Revision as of 21:49, 24 March 2023
A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset.