# Delta hedging

##### An end to replication

Convexity adjustments can be valued with an analytical formula, avoiding replication arguments

##### Impact of hedging strategies on variable annuities

Put options may reduce the cost of hedging strategies for insurers

##### Nasdaq held Aas portfolio for nine months after blow-up

Swedish regulator reveals CCP’s decision to keep defaulted power portfolio – and claims it was not fully hedged

##### Machine learning hedge strategy with deep Gaussian process regression

An optimal hedging strategy for options in discrete time using a reinforcement learning technique

##### Bachelier – a strange new world for oil options

Model tuned to negative prices has implications for pricing, margining and delta hedging

##### HKEX outage zapped key hedge; now banks push for rule change

Dealers seek shutdown of CBBC market if futures go dark

##### The UK carbon floor and power plant hedging

How to calculate expected future carbon costs and optimal valuation and hedging decisions, by adjusting Monte Carlo simulations for the UK market

##### Cutting edge introduction: Funding holes in Black-Scholes

HSBC quant builds funding costs and haircuts into Black-Scholes option pricing formula

##### Swiss franc losses blamed on liquidity gap

Options portfolios were impossible to delta-hedge, traders say

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