Options portfolios were impossible to delta-hedge, traders say Dealers that lost money in last month’s huge Swiss franc move likely did so because liquidity evaporated, traders say – making it impossible to hedge sold options
Source: Risk feed
Categories
Popular Posts
Copper no longer a haven as big miners suffer rocky commodity prices
January 15, 2015Oil Trades Near $50 After First Weekly Gain in 2 Months
January 19, 2015India Budget 2015 16 a road map to spur medium term growth: Ind Ra
February 28, 2015
Leave a reply