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Alvin

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visits member for 6 months
seen Dec 18 '12 at 18:39
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1 reputation
 bio website visits member for 6 months
4 badges
 location seen Dec 18 '12 at 18:39
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2 Questions

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0
 Why is delta-hedging of ATM options near expiry difficult to do? [closed]
-4
 Show that convexity of call price as a function of the strike is violated [closed]

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-4 Show that convexity of call price as a function of the strike is violated

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strategy
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risk
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finance
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options
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arbitrage
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hedging

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Mathematics Stack Exchange Mathematics 28 rep 5
Quantitative Finance Stack Exchange Quantitative Finance 1 rep 4

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