DER 05 Managing risk dynamically

With the ability to measure risk, we create the ability to manage risk through time.

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• Required reading

  • Whaley, 2006, Ch. 10, Risk management strategies: Options (pp. 347-362)

  • Saletta 20210128 What is a gamma squeeze? The Motley Fool.

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• Lecture notes

  • Slides

  • Supporting files​

    • ABC market maker.xlsx

    • S&P 500 market maker.xlsx

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