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...
:) 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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