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> Option Adjusted Duration and the VIX: Are You Really Hedged?
Option Adjusted Duration and the VIX: Are You Really Hedged?
By
rc whalen
Created
01/06/2010 - 18:47
[1]
Submitted by
rc whalen
[1]
on 01/06/2010 18:47 -0500
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Source URL:
http://www.zerohedge.com/article/option-adjusted-duration-and-vix-are-you-really-hedged
Links:
[1] http://www.zerohedge.com/users/rcwhalen