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dave_s

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dave_s

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Re: Zeev Hed post# 59658

Saturday, 12/28/2002 8:53:23 PM

Saturday, December 28, 2002 8:53:23 PM

Post# of 704041
Here are links to defintions if it helps:

http://www.anz.com/edna/dictionary.asp?action=content&content=delta-neutral

http://www.anz.com/edna/dictionary.asp?action=content&content=delta_hedging

Basically, trying to match first derivative with respect to price change over some price interval.

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