delta-hedge

См. также в других словарях:

• Delta-Hedge — Delta Hedging ist eine Wertsicherungsstrategie beim Handel mit Optionen. Da die Kennzahl Delta in der Black Scholes Theorie die wertmäßgie Veränderung einer Option bei Änderung des Aktienkurses um eine Einheit angibt, kann mit Hilfe des Delta das …   Deutsch Wikipedia

• Delta hedge — A dynamic hedging strategy using options with continuous adjustment of the number of options used, as a function of the delta of the option. The New York Times Financial Glossary …   Financial and business terms

• delta hedge — A dynamic hedging strategy using options that calls for constant adjustment of the number of options used, as a function of the delta of the option. Bloomberg Financial Dictionary …   Financial and business terms

• Delta hedge limit —   The maximum total for all currencies in absolute terms of the sum of call and put option position delta s …   International financial encyclopaedia

• Delta hedge —   The partial offset of the exchange risk of a currency option by an opposite open currency spot position in the same foreign currency …   International financial encyclopaedia

• Delta-Hedging — Mit Delta Hedging bezeichnet man eine Absicherungsstragie, mit der man eine Optionsposition gegen Preisänderungen des Basiswertes absichert. Hierzu baut man eine Position im Basiswert auf, deren Wertänderungen bei Preisbewegung den Wertänderungen …   Deutsch Wikipedia

• Delta Air Lines — Delta Air Lines …   Википедия

• Delta —   Delta measures how rapidly the value of an option moves in relation to the underlying value. It is the change in an option s price divided by the change in the price of the underlying instrument. An option whose price changes by $1 for every $2 …   International financial encyclopaedia

• Delta neutral — In finance, delta neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged due to small changes in the value of the underlying security. Such a portfolio typically contains options and their… …   Wikipedia

• hedge ratio — The relationship between the number of contracts required for a direct hedge and the number of contracts required to hedge in a specific situation. The concept of hedging is to match the size of a positive cash flow from a gaining futures… …   Financial and business terms

• Hedge (finance) — For other uses, see Hedge (disambiguation). Finance Financial markets …   Wikipedia