Financial Risk Management (FRM): Excel & Python Course - Dynamic Delta Hedging Explained In Excel

Explore the fundamentals of Dynamic Delta Hedging in this detailed tutorial, "Dynamic Delta Hedging Explained In Excel." Begin with an introduction to the delta hedging problem, and advance through practical steps such as time to maturity calculations and delta calculation using the Black Scholes model. Discover how to maintain a delta-neutral portfolio by adjusting your hedge weekly through trading shares, and understand how to calculate the costs associated with these strategies. This guide employs an example from John C. Hull's "Options, Futures, and Other Derivatives" to provide a clear application context in financial markets. 🎓 *Get 25% Off CFA Courses (Featuring My Videos!) — Use code RYAN25 here:* 👉 https://ryano.finance/cfa 📈 *See Why I Recommend This Broker For Options:* https://ryano.finance/ibkr-options 💾 *Download Free Excel File:* https://ryanoconnellfinance.com/product/dynamic-delta-hedge-excel-calculator/ Chapters: 0:00 - Dynamic Delta Hedging Problem Introduction 2:40 - Time to Maturity Calculations 3:19 - Calculate Delta Using Black Scholes 7:17 - Trade Shares to Hedge Weekly 9:33 - Calculate the Cost of the Hedge *Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.