1
$\begingroup$

in long term options on equities, what is the greek used for for security lending rate, and what formula do you use?

would it often move contrary to moves in risk free (ois) and so in practice is it best to hedge seperately from general ois level...

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.