Recent content by alcasa

Thanks for your help, I think you have answered my question. My comment was based on just looking at the dynamic hedge side of the portfolio as opposed to looking at the total portfolio (dynamic hedge plus put.). Thanks again for your help.

Thanks again for the reply. I apologize for not explaining this very well, I don't have an investment background and learned a lot of this through books, so my way of thinking about and expressing this may be somewhat distorted compared to the industry. If I have sold a put and then dynamic...

Thanks very much for the reply. You are correct I have sold the option. Obne last question, using the view above. Is it fair to say that directional market moves just change the timing of when I incur my costs. For example when the market moves down, I will make a hedging gain at present but in...

Hi This is my first post, so not sure if this is the right forum. Please let me know if there is somewhere more appropriate. I have to explain dynamic hedging for a put option and one point I want to make is: i) When you dynamic hedge you are replicating an option. ii) The option costs...