D
Delta-Gamma-Kappa-Rho Hedge
D
Delta-Gamma-Kappa-Rho Hedge
A complex
hedge
involving at least two options-with different
expiration dates
. This hedge is designed to eliminate exposure to the
risks
described by all four of these
option
price
sensitivity
measures. See
Delta
(1),
Gamma
,
Kappa
,
Rho
.
Glossary
*
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