Resource title

Gamma hedging

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image for OpenScout resource :: Gamma hedging

Resource description

A hedge constructed using both the delta and gamma of a portfolio. A gamma hedge needs less frequent re-balancing than a delta hedge.…

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Resource language

en

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text/html

Resource resource URL

http://moneyterms.co.uk/gamma-hedging/

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Every use of a glossary entry must have a clearly legible link back to the full article on moneyterms.co.uk. See http://moneyterms.co.uk/about/content/terms/