| 释义 |
Delta cross-hedge Delta cross-hedgeA futures hedge that has both maturity and currency mismatches with an underlying exposure.Delta Cross-HedgeAn investment strategy that involves taking a position on a call and a put on the same underlying asset. Because the price movements of the two options are closely correlated, a negative movement on the call should be offset by a positive movement on the put and vice versa. A delta cross-hedge should create a delta neutral position. |