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- November 6th, 2014, 10:43 pm
- Forum: Trading Forum
- Topic: vega: The average of gammas
- Replies: 1
- Views: 4528
vega: The average of gammas
Hello everyone,Can someone explain why the vega is the average of gammas?can you give quantitative and qualitative reasons please?Thanks a lot for your help.
- November 6th, 2014, 7:50 pm
- Forum: General Forum
- Topic: Vega: Average of Gammas
- Replies: 2
- Views: 4475
Vega: Average of Gammas
Hello everyone,Can someone explain why the vega is the average of gammas?can you give quantitative and qualitative reasons please?Thanks a lot for your help.