
Gamma Correction, Delta Hedging P&L & Rebalancing Frequency
3 mins read time A simple case study Theoretically speaking in the Black Scholes […]
3 mins read time A simple case study Theoretically speaking in the Black Scholes […]
6 mins read time We use a simple example to illustrate the calculation of […]
2 mins read time We build a simple Excel spreadsheet that allows us to […]
6 mins read time For our portfolio model we need an objective function that […]
3 mins read time Lesson Four – Hedging higher order Greeks for a book […]
3 mins read time In earlier posts we have set the foundation for hedging […]