Understanding Option Greeks – Introducing Gamma
3 mins read time Understanding Option Greeks – Introducing Gamma Gamma is the second … Read More
Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
3 mins read time A simple case study Theoretically speaking in the Black Scholes … Read More
Shadow Gamma Calculation
6 mins read time We use a simple example to illustrate the calculation of … Read More