Recent content by Jami

  1. J

    Valuation of Natural resources

    HI everyone I am stuck with this problem Question: Consider a gold mine with an estimated inventory of 1,000,000 pounds and a capacity output rate of 50,000 pounds per year. The price of gold is expected to grow 3% a year, after the first sale. The firm owns the right for this mine for the...
  2. J

    How to make a portfolio Delta & Vega Neutral

    Thank you for your reply I did get its how solved the equation but practically can you trade 10.5 or 14.09 I mean fractions To make delta and Gamma Neutral I short sell 17 Calls and sell a 3 stocks @ 202.50 ? is it correct
  3. J

    IMC

    IMC
    • Jami
    • Profile post
  4. J

    How to make a portfolio Delta & Vega Neutral

    :) Hi Everyone I am a newbie here. A Little Help please needed to make the portfolio 1) Delta&Gamma Neutral 2) Delta & Vega Neutral I tried to neutralize by Delta & Gamma (Not sure whether its correct) but cant get my head around Delta and Vega neutrality. 1) Traded Option Delta Vega Gamma...
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