Download presentation

Presentation is loading. Please wait.

Published byCarly Leftridge Modified over 3 years ago

1
How Traders Manage Their Exposures Chapter VI

2
Delta

3
Delta

4
Delta: Example Example: The value of your portfolio is $117,000. One way of investigating risks you face is to revalue the portfolio on the assumption that there is a small increase in the price of gold from $800 per ounce to $800.10 per ounce. Suppose that the new portfolio value is $116,900. A $0.1 increase in the gold price decreases your portfolio value by $100.

5
Delta:Example

6
Delta: Linear Products A linear product is one whose value at any given time is linearly dependent on the value of the underlying market variable. Forward, futures, and swaps are linear products.

Similar presentations

OK

The Greek Letters Chapter 17 17.1. 17.2 The Goals of Chapter 17.

The Greek Letters Chapter 17 17.1. 17.2 The Goals of Chapter 17.

© 2018 SlidePlayer.com Inc.

All rights reserved.

To make this website work, we log user data and share it with processors. To use this website, you must agree to our Privacy Policy, including cookie policy.

Ads by Google