https://gdpark.blog/tags/delta-hedging/Recent content in Delta Hedging on gdpark.blogHugoenSat, 17 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-12-midterm-exam-review/Thu, 17 Nov 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-12-midterm-exam-review/A visual midterm exam review covering options Greeks like delta and gamma, dynamic delta hedging strategies, and related VBA concepts.https://gdpark.blog/posts/derivatives-20-the-greeks/Sat, 17 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-20-the-greeks/A casual walkthrough of why hedging exists and a few ‘dumb’ strategies before the real stuff — delta hedging — explained like chatting with someone in the field.https://gdpark.blog/posts/derivatives-21-the-greeks-practice-problems/Sat, 17 Dec 2016 00:00:00 +0000https://gdpark.blog/posts/derivatives-21-the-greeks-practice-problems/Working through Greeks practice problems — stop-loss strategies, futures option deltas, and hedging a short call position on silver futures.