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Risk Management - Options portfolio

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kickass
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Joined: August 10th, 2005, 9:12 am

Risk Management - Options portfolio

February 8th, 2006, 7:13 am

Dear all, I would really appreciate it if you could suggest some resources/research work on risk management of an options portfolio. Thanks a lot for your help!David
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WallStGolfer31
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Joined: January 26th, 2006, 4:55 am

Risk Management - Options portfolio

February 10th, 2006, 7:44 am

Are you looking for something to hedge your options with Or are you looking for more of a delta/gamma neutral approach?
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jomni
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Joined: January 26th, 2005, 11:36 pm

Risk Management - Options portfolio

February 10th, 2006, 8:07 am

or are you looking into computing VaR and setting up limits?
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