Gamma hedging strategies are discussed along with handy rules of thumb. Exercises (with full solutions) at the end of each section make sure the reader has a full, File Size: 318.27 kB
Simon Gleadall – Option Gamma Trading (Extrinsiq Advanced Options Trading Guides)
Option Gamma Trading is the first volume of the Extrinsiq Advanced Options Trading Guides series. Option gamma is explained from first principles and detailed explanations of gamma trading and gamma hedging are provided, in a clear and straightforward manner. Gamma hedging strategies are discussed along with handy rules of thumb. Exercises (with full solutions) at the end of each section make sure the reader has a full, practical understanding of option gamma and how it can be successfully hedged and traded.
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