Talk:Delta neutral

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Contents 1 Large 2 Merge 3 Static delta hedging 4 Re: Mathematical interpretation

[edit] Large

I challenge this page to be larger. --User:General Eisenhower 03:05, March 25 2006

If you want the page to grow, feel free to research the subject and add information yourself! Good luck. -- ConDem^Talk 02:17, 27 March 2006 (UTC)

I have reverted a change to the example - if you believe the math is in error, please provide an explanation and let's discuss. Thanks. Ronnotel 03:39, 11 October 2006 (UTC)

[edit] Merge

I have merged Delta hedging into this page as per the recent suggestion. I did it this way rather than into Delta hedging because I believe the term delta neutral is more general, and that delta hedging is the act of becoming delta neutral. Also, there was at least one link to a foreign language Wiki for Delta neutral and none for Delta hedging, hence it seemed easier this way. Ronnotel 01:55, 28 August 2007 (UTC)

[edit] Static delta hedging

Static delta hedging is when you set delta to zero and delta does not vary when the price of the underlying changes... this article is simply wrong. 09:18, 4 December 2007 (CST) —Preceding unsigned comment added by 159.53.46.141 (talk • contribs)

WP:SOFIXIT ;) Ronnotel (talk) 17:18, 5 December 2007 (UTC)

[edit] Re: Mathematical interpretation

Does heteroscedasticity really have anything to do with delta hedging? I am not an expert in the field but it sounds counter intuitively since heteroscedasticity refers to changes in volatility and not stock prices.

Do we have an expert in the field?  —Preceding unsigned comment added by 130.60.203.137 (talk) 09:31, 28 February 2008 (UTC)