hedge-and-forget
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P1.T4.818. Futures delta and dynamic delta hedging (Hull Ch.19)
Learning objectives: Describe delta hedging for an option, forward, and futures contracts. Describe the dynamic aspects of delta hedging and distinguish between dynamic hedging and hedge-and-forget strategy. Define the delta of a portfolio. Questions: 818.1. A market maker takes a short...- Nicole Seaman
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