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Gamma Hedging: Definition, How It Works, and Vs. Delta Hedging
Gamma hedging is an options hedging strategy designed to reduce or eliminate the risk created by changes in an option's delta.
How Do Delta Hedging and Beta Hedging Differ?
Learn about hedging strategies, how to delta and beta hedge a security, and how they differ. Find out how they reduce risks in price movement and beta.
Beginner's Guide to Hedging: Definition and Example of Hedges in Finance
Learn how investors use hedging strategies to reduce the impact of negative events on their investments.
Delta Hedging: Definition, How It Works, and Example
Delta hedging attempts is an options-based strategy that seeks to be directionally neutral.
Delta-Gamma Hedging: Definition, How It Works, Example
Delta-gamma hedging is an options strategy combining delta and gamma hedges to reduce the risk of changes in the underlying asset and in delta itself.
Super-hedging is a risk management strategy traders use to hedge their positions. It requires an offsetting replicating portfolio and a self-financing plan.
Over-hedging is a risk management strategy where an offsetting position that exceeds the original position is initiated.
Hedging With ETFs: A Cost-Effective Alternative
Learn how the benefits of ETFs for hedging are numerous and can be enjoyed by investors of all sizes.
Is Hedging With ETF Indexes a Relevant Strategy?
Discover four viable hedging strategies with index-based ETFs, including the use of inverse and leveraged funds, as well as call writing and buying puts.
Double Hedging refers to a trading strategy in which an investor hedges a position using both futures and options.