Значение слова "DELTA NEUTRAL" найдено в 4 источниках

DELTA NEUTRAL

найдено в "Financial and business terms"

delta neutral: translation

Describes value of a portfolio not affected by changes in the value of the asset on which the options are written. Bloomberg Financial Dictionary

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The term used to describe the situation where the net delta of a portfolio of options and futures is zero. Also known as delta hedged. Such a position means that there is no exposure to directional movements in the underlying. Note however, that this does not mean that there is no risk attached to such a position. Option deltas change for a variety of reasons, and so the portfolio must be constantly readjusted in order to maintain a delta neutral position. Dresdner Kleinwort Wasserstein financial glossary

найдено в "Англо-русском экономическом словаре"

Нейтральная дельта

.Состояние минимальной ценовой уязвимости, достигаемое покупкой или продажей некоторого количества опционов с определенным коэффициентом 'дельта' для приведения позиции к суммарной нулевой дельте..Независимость стоимости портфеля от изменения стоимости актива, на который продаются опционыГлоссарий по опционам.

найдено в "Investment dictionary"

Delta Neutral: translation

A portfolio consisting of positions with offsetting positive and negative deltas. The deltas balance out to bring the net change of the position to zero.

As a result, you neutralize the response to market movements for a certain range.

найдено в "Financial and business terms"

Delta neutral: translation

The value of the portfolio is not affected by changes in the value of the asset on which the options are written. The New York Times Financial Glossary

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