Gamma Hedging Archives | FinanceTrainingCourse.com

<img width="480" height="310" alt="Delta Gamma plot against strike" data-srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-480x310.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-240x155.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-250x161.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-300x193.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11.png 610w" sizes="(max-width: 480px) 100vw, 480px" title="Understanding Option Greeks - Introducing Gamma" data-src="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-480x310.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image lazyload" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw=="/><noscript><img width="480" height="310" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-480x310.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Delta Gamma plot against strike" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-480x310.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-240x155.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-250x161.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-300x193.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11.png 610w" sizes="(max-width: 480px) 100vw, 480px" title="Understanding Option Greeks - Introducing Gamma"/>

Delta Gamma plot against strike

Gamma Hedging Greeks Hedging Gamma and Vega Middle Office and VaR Risk Treasury

Understanding Option Greeks – Introducing Gamma

July 2, 2014March 8, 2018

3 mins read

Understanding Option Greeks – Introducing Gamma Gamma is the second […]

<img width="480" height="312" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060914_1651_GammaCorrec21-480x312.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Option P&L with Gamma correction" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060914_1651_GammaCorrec21-480x312.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060914_1651_GammaCorrec21-240x156.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060914_1651_GammaCorrec21-250x163.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060914_1651_GammaCorrec21-300x195.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060914_1651_GammaCorrec21.png 546w" sizes="(max-width: 480px) 100vw, 480px" title="Gamma Correction, Delta Hedging P&L & Rebalancing Frequency"/>

Option P&L with Gamma correction

Computational Finance EXCEL Examples Gamma Hedging Greeks Risk

Gamma Correction, Delta Hedging P&L & Rebalancing Frequency

June 9, 2014September 29, 2014

3 mins read

Gamma correction & Delta hedging P&L results. A simple case […]

<img width="480" height="310" alt="Delta Gamma plot against strike" data-srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-480x310.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-240x155.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-250x161.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-300x193.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11.png 610w" sizes="(max-width: 480px) 100vw, 480px" title="Understanding Option Greeks - Introducing Gamma" data-src="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-480x310.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image lazyload" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw=="/><noscript><img width="480" height="310" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-480x310.png" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Delta Gamma plot against strike" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-480x310.png 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-240x155.png 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-250x161.png 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11-300x193.png 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/07/070214_0052_Understandi11.png 610w" sizes="(max-width: 480px) 100vw, 480px" title="Understanding Option Greeks - Introducing Gamma"/>

Delta Gamma plot against strike

Computational Finance Gamma Hedging Greeks Hedging Gamma and Vega Risk

Calculating Shadow Gamma – Taleb’s approach for the second order option Greek.

June 9, 2014April 17, 2019

6 mins read

We use a simple example to illustrate the calculation of […]

<img width="480" height="211" src="https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060514_1047_HedgingVega15-480x211.jpg" class="attachment-minimal-grid-medium-img size-minimal-grid-medium-img wp-post-image" alt="Hedging Higher Order Option Greeks in Excel" srcset="https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060514_1047_HedgingVega15-480x211.jpg 480w, https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060514_1047_HedgingVega15-240x106.jpg 240w, https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060514_1047_HedgingVega15-250x110.jpg 250w, https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060514_1047_HedgingVega15-300x132.jpg 300w, https://financetrainingcourse.com/education/wp-content/uploads/2014/06/060514_1047_HedgingVega15.jpg 752w" sizes="(max-width: 480px) 100vw, 480px" title="Hedging Vega and Gamma exposure. Lesson Five"/>

Hedging Higher Order Option Greeks in Excel

Computational Finance Editors Choice EXCEL Examples Excel Solver Gamma Hedging Greeks Hedging Gamma and Vega Risk

Five steps to hedging Vega and Gamma exposure in EXCEL

June 5, 2014June 14, 2019

2 mins read

Building an illustrative Vega and Gamma hedging model in Excel […]