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- 2011-7-2
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- 2014-6-29
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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) |
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发表于 2011-7-11 19:43
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