Monday, March 24, 2008

American Stock Exchange and Delta Hedging

If you have ever taken a derivatives class (or even in some upper level corporate or investment classes) you probably are familiar with the "Greeks" and in particular Delta which is the change in value given a small change in the underlying asset price.Interestingly, the American Stock Exchange now wants to allow Delta Hedging to be used more freely in offsetting option risks. Self-Regulatory

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