| Topic Name: |
Commodities Hedging |
| Message Name: |
deltas |
| Date Posted: |
07/31/2004 |
| In Reply To: |
I just want to learn more about it. I am not looking for any specific thing. Its very interesting concept to me. During my financial engineering classes we learn about some of the mechanics of doing hedges and when to and not to hedge.I was wonder if there is any books on the subject.
Thank you Gastrader |
| Message: |
It all has to do with deltas. When you buy calls you sell futures, buy puts you buy futures - all according to the delta of the option. More in the money, more delta, more futures.
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