gamma-neutral portfolio
1Gamma Neutral — A method of managing risk in options trading by establishing an asset portfolio whose delta rate of change is zero. A gamma neutral portfolio hedges against second order time price sensitivity. Gamma is one of the options Greeks along with delta …
2Delta neutral — In finance, delta neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged due to small changes in the value of the underlying security. Such a portfolio typically contains options and their… …
3Vega Neutral — A method of managing risk in options trading by establishing a hedge against the implied volatility of the underlying asset. A vega neutral option position will be not be sensitive to volatility fluctuations. These strategies are used to hedge… …
4Гамма-нейтральный инвестиционный портфель — (gamma neutral portfolio) портфель активов, коэффициент гамма которого равен нулю …
5гамма-нейтральный инвестиционный портфель — Портфель активов, коэффициент гамма которого равен нулю. [http://slovar lopatnikov.ru/] Тематики экономика EN gamma neutral portfolio …
6Greeks (finance) — The Greeks redirects here. For the ethnic group, see Greeks. In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value …
7Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income …
8Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European …
9List of rock instrumentals — The following is a list of rock instrumentals, including live performances and drum solos, organized by artist name. 0 9 =3= *Bramfatura =311= * Blizza * Cali Soca * Color ( Transistor ) * Dreamland ( Enlarged to Show Detail 2 ) * Old Funk *… …
10Film speed — is the measure of a photographic film s sensitivity to light, determined by sensitometry and measured on various numerical scales, the most recent being the ISO system. A closely related ISO system is used to measure the sensitivity of digital… …
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