Option book limits - wilmott.com

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nico1970: Posts: 0; Joined: February 13th, 2006, 7:32 pm

Option book limits

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#1

April 2nd, 2007, 6:50 pm

how can I define or calculate limits for a new plain vanilla FX option book. I mean how much vega or gamma if I wanna earn usd 500,000 /year


jd1123: Posts: 0; Joined: May 24th, 2005, 7:04 pm

Option book limits

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#2

April 6th, 2007, 3:31 am

What does this mean?