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Greek Letters Chapter 15 Delta Hedging Strategy
1.
The Greek Letters
Chapter 15
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
Gamma Addresses Delta
Hedging Errors Caused By Curvature (Figure 15.7, page 355) S C Stock price S ' Call price C '' C '
12.
13.
Relationship Between Delta,
Gamma, and Theta For a portfolio of derivatives on a stock paying a continuous dividend yield at rate q
14.
15.
16.
17.
18.
19.
20.
21.
22.
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