How is Vega and Gamma trading done in Interest Rate Derivatives?

MFEGRAD · November 14th, 2006, 2:27 am

Cheers.

mutley · November 14th, 2006, 9:30 am

Hey HotShot, next time you spam your homework questions - put them in the student forum.

MFEGRAD · November 15th, 2006, 2:00 pm

Homework Yeh? ha ha, haven't had that in ages. Consider this, a multi-callable spread/basket range arrcual fixing in arrears with cancellable feature and a huge correl risk, how would you do a vega (gamma) trade to hedge your risk. You look kinda familiar, Oh, yes I remember.............

mutley · November 16th, 2006, 9:28 am

I bet everyone in your class thinks you're as much of a twerp as I do

MFEGRAD · November 17th, 2006, 10:37 pm

Hey Nuke Bugger, Buzz off with that missle under your azz!