Learning Goals Options and Futures

Learning Goals Options and Futures - How to calculate the...

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What are beta, gamma, rho, vega and theta delta options (The Greeks)? Make the excel file, find out how many contracts are required, make the excel file delta, gamma, and rho neutral
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Unformatted text preview: How to calculate the greeks for american style options? What is the relationship between the Greeks? How can we make a portfolio delta, gamma neutral?...
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This note was uploaded on 11/06/2011 for the course ECONOMICS ebc2034 taught by Professor Vaartjes during the Spring '11 term at Maastricht.

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