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
0 comments:
Post a Comment