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Issued on January 01 1970 par



Other articles
- Other Derivatives -
Other Derivatives - CHAPTER I
Warrants
- Relationships Between Option Sensitivities -
Gamma Г and Vega υ Relationship
This is another relation between option sensitivities. Gamma - Vega Relationship.
- Options 101 -
VIX Derivation
How is VIX Calculated
- Options 101 -
OPTIONS 101 - CHAPTER IV
Prices Simulations
- Basic Strategies -
Option Straddle : Natural Delta Neutral Straddle Strike
Natural Delta Neutral Straddle will profit the same way from an increase as from a decrease in underlying asset value. Which is its strike ?
- Hedging -
Delta Hedging : A first Attempt
Option Price moves with the underlying. To hedge this risk, it's necessary to find a way in order to erase its correlation with that one.