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- Futures and Equity Options Trading Strategies -
CAC 40 : risk-reversal delta-hedge suivi 16
Ben nan...ça rebaisse...
- Pricing Models -
Black & Scholes : Rhô ρ
Rho, like vega, doesn't exist in the Black & Scholes Model.
- Options 101 -
Option Delta ∆
Delta ∆ is a Greek factor sensitivity measuring a portfolio's first order sensitivity to the value of an underlying.
- Futures and Equity Options Trading Strategies -
Down and Out Put Inspiration CAC40 (update 28)
Barrier Options Inspiration Using Vanilla Options
- Currency Options Trading Strategies -
Forex Options Strategy - EUR / USD - OTM Butterfly Spread DEC11 ( 5th Update)
Done ! The tardet 1.34 has been reached. EUR / USD hit a low of 1.3280 and our Butterfly spread options on EUR/USD much more profitable, once again.
- Other Derivatives -
Turbo Warrant : A First Attempt
Turbos are famous amongst retail and professional traders.
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