Recent content by geotzi

I have to apply dynamic hedging on a put option.I have found an example on call option, but it confused me and i cannot implement it on put option .... Specifically i have to hedge put options (e.g. with different strikes and maturities) and find a perfect Delta-Hedge in case I can rebalance...

I am searching for people who could help me online too. Do you know any person who could give me guidance?? Thank you for the answer

Hi! I have to apply dynamic hedging in a put option. Could you please suggest any book with examples??I am very confused and I have to deal with Black Scholes and a specific insurance product and I really need some help. Thank you