Vega hedging: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Administrator
(CSV import)
(No difference)

Revision as of 14:20, 23 October 2012

The hedging of an option position against changes in the volatility of the market price of the underlying asset. A vega hedge is established by buying or selling an appropriate amount of another derivative instrument, for example other options.

See also