Timeline for Why gamma and theta have opposite signs?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 7, 2020 at 12:27 | comment | added | user34971 | It's clearer if you work under the forward measure. Then you'll see that theta and gamma (in terms of forward prices) have opposite sign. | |
| Aug 6, 2020 at 3:00 | history | tweeted | twitter.com/StackQuant/status/1291207390097022977 | ||
| Aug 6, 2020 at 0:13 | answer | added | x4444 | timeline score: 0 | |
| Feb 11, 2015 at 13:49 | answer | added | jaamor | timeline score: 4 | |
| Feb 10, 2015 at 20:50 | history | asked | tcquant | CC BY-SA 3.0 |