Research Report on Delta Neutral Trading Strategy
Abstract
In Recent time, Options are one of the most used financial derivatives instruments. The concept at the back of these studies is to investigate special alternatives buying and selling techniques with the usage of Greeks of Options. The study consists of methods to trading in options using Delta neutral strategy.
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References
The main references are international journals and proceedings. All references should be to the most pertinent and up-to-date sources.
McMillan on Options (Second Edition)
John C. Hull, Options, Futures and Other Derivatives, Prentice Hall; 6 edition (June 20, 2005)