delta hedging การใช้

• However, maintaining a market-neutral position may require rebalancing transactions, a process called dynamic delta hedging.
• A related term, delta hedging is the process of setting or keeping the portfolio as close to zero as possible.
• This type of hedging is called delta hedging and is the basis of more complicated hedging strategies such as those engaged in by investment banks and hedge funds.
• The Greeks are vital tools in sensitivity of the value of a portfolio to a small change in a given underlying parameter, so that component risks may be treated in isolation, and the portfolio rebalanced accordingly to achieve a desired exposure; see for example delta hedging.