Timeline for Making portfolio Delta and Gamma neutral using 2 derivatives
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 25, 2020 at 17:14 | vote | accept | simsalabim | ||
| Jan 12, 2020 at 14:54 | comment | added | Magic is in the chain | the second solution looks correct - you can verify by just plugging in the computed weights into the two equations, i.e,: −19÷8×−1−7÷8×5=-2, and −19÷8×2−7÷8×−2=-3 | |
| Jan 12, 2020 at 14:42 | comment | added | simsalabim | Can you calculate the hedge and see the outcome? | |
| Jan 12, 2020 at 13:38 | history | answered | Magic is in the chain | CC BY-SA 4.0 |