Original Question: What is the link between Gamma and the Volatility Risk? It leads me to ask: - What is the Volatility Risk definition and what are the good practices to measure it? Thinking about ...
I am currently analyzing a statistic that I believe will have the effect of hedgers having a positive or negative gamma position in certain stocks. In the case where I believe hedgers have positive ...
I'm trying to figure out if there is a way to intuitively calculate cross gamma. I have a gamma table for 2 (or more) assets Asset 1 ...