You get this one? contract

adehbone

A delta neutral hedge is implemented by:

1. Buying calls equal to call delta times (shares/contract size)
2. Selling calls equal to (1/call delta) times (shares/contract size)
3. Selling puts equal to (1/call delta) times (shares/contract size)

Zestt

Is 2... 3 makes no sense

zwjy

2.
Hedge Ratio = -1/delta x (V / n)

cityboy

I got this far -

N(s) = - (delta)(N(o))

Rearange...

N(o)= -(1/delta) x N(s)

Then I figured 2 or three could be right since we don't know whether we are going long or short stock. How did you eliminate 3?

Chuckrox

Good spot bidder.

bodhisattva

Research mainly for a supplimental GIPS component (as GIPS evolves). For far too long fair performance presentation standards for fish have been overlooked. "It was this big", for example lacks a benchmark, with no stated reason, and do you think fishermen store this data? Think again buddy!

Where are we without the integrity of input data?