Volatility, Vega and German Efficiency

risk
Vega risk, especially when it comes to derivatives, is more important than ever in today's volatile markets.

While commentators speculate about the likelihood of a double-dip recession, markets continue their death spiral, and intra-day swings occur with such frequency and severity that it's impossible to predict what's next, echoes of the financial crisis continue to resound. Risk exposure is of significant concern for market participants, especially when it comes to derivatives markets.

Delta and Gamma risk are primary concerns for investors in these markets, naturally, but Vega risk is an often

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: