17.5. What is meant by the gamma of an option position? What are the risks in the...

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17.5. What is meant by the gamma of an option position? What are the risks in the situation where the gamma of a position is highly negative and the delta is zero?

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Fundamentals Of Futures And Options Markets

ISBN: 9780134083247

9th Edition

Authors: John Hull

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Question Posted: Jul 26, 2024 08:00 AM

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17.5. What is meant by the gamma of an option position? What are the risks in the...

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Fundamentals Of Futures And Options Markets

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