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R25.P1.T4.ALLEN_Ch 2& 3:Topic:VAR_LINEAR_DERIVATIVES
thanks @emilioalzamora1- sm@23
- Post #8
- Forum: P1.T4. Valuation & Risk Models
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R25.P1.T4.ALLEN_Ch 2& 3:Topic:TAYLOR_SERIES_APPROXIMATIONS
Why the signage of gamma adjustment is negative for long position ?- sm@23
- Post #4
- Forum: P1.T4. Valuation & Risk Models
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R25.P1.T4.ALLEN_Ch 2& 3:Topic:VAR_LINEAR_DERIVATIVES
Hi @David Harper CFA FRM why Delta is 1 for Forward contract, but not for Future Contract?- sm@23
- Post #6
- Forum: P1.T4. Valuation & Risk Models