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hedge-and-forget

  1. Nicole Seaman

    P1.T4.818. Futures delta and dynamic delta hedging (Hull Ch.19)

    Learning objectives: Describe delta hedging for an option, forward, and futures contracts. Describe the dynamic aspects of delta hedging and distinguish between dynamic hedging and hedge-and-forget strategy. Define the delta of a portfolio. Questions: 818.1. A market maker takes a short...
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