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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