Classical Presentation file for the option hedging and trading strategies.
详细解说期权的对冲与交易策略。。。
PDF file, 35 pages.
The topics include
Dynamic Hedging: Naked Hedging, Long Gamma Trade, How to lock in the profits,Effect of Time Decay, Time Decay Effects on Delta and Gamma,Frequency of Rehedging, Monitoring Option Risks, Summary of Greeks, Volatility Smile,....
Detailed trading strategies to heding with Options...
[此贴子已经被作者于2005-8-9 9:10:46编辑过]