What's new

greeks

  1. S

    Greeks are killing me

    Just wanted to say that Greeks are killing me. :( Position gamma, delta, theta are soooo confusing, its crazy. grrrr. Just want to cry.
  2. David Harper CFA FRM

    L1.T4.7. Dynamic delta hedging

    David's ProTip: I learned from Carol Alexander a useful semantic distinction (not in Hull). Consider a position in 100 call options with per-option delta of 0.6: The Percentage Delta is 0.6; this is the unitless first partial derivative, dc/dS The Position Delta is 60 because Position Delta =...
Top