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delta hedging

An options strategy designed reduce the risk associated with price movements in the underlying security, achieved through offsetting long and short positions.

Related information about delta hedging:
  1. Delta Hedging Definition | Investopedia
    An options strategy that aims to reduce (hedge) the risk associated with price movements in the underlying asset by offsetting long and short positions.
  2. Delta neutral - Wikipedia, the free encyclopedia
    A related term, delta hedging is the process of setting or keeping the delta of a portfolio as close to zero as possible. In practice, maintaining a zero delta is very ...
  3. Delta Hedging Explained | SurlyTrader
    Apr 3, 2012 ... There are very few retail investors that actually delta-hedge option positions. For today's task, we will take a very simple example to illustrate ...
  4. Delta Hedging - Risk Limited Corporation
    Before considering Delta Hedging, let's first review. Delta. • Definition: In options trading, Delta is the measure of how the value of an option changes with respect ...
  5. The Lazy Man's Guide To Delta-Hedging | Business News ...
    Jul 8, 2009 ... In my last post on this topic, Why Delta Hedging Matters, I argued that an essential aspect of options trading is hedging away unwanted risks.
  6. A Simple Example of Delta Hedging
    To demonstrate Mathematica's practical application in financial modeling, we turn to Benninga and Wiener's exploration of a simple delta hedging problem.
  7. Delta Hedging - Financial Dictionary - The Free Dictionary
    An options strategy that involves offsetting a long position on an option contract with a short position on the underlying asset, or vice versa. An investor uses a ...
  8. Delta hedging… Spot up or down: who cares? |
    May 20, 2011 ... Have you ever been sure that the spot price is going to be volatile, but unsure of the general direction? In this article we look at strategies that ...