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    Portfolio Delta calculation

    In R27.P1.T4.Hull_Ch13_15 page 46 while calculating the Delta of the portfolio why are we subtracting each option position and it's individual delta with that of other options.
  2. S

    Query about ES calculation in Dowd Study Guide Page 15

    Thank You, it's really helpful.
  3. S

    Query about ES calculation in Dowd Study Guide Page 15

    Hi, I am new to asking in the forum and presently didn't understand the calculation of 95% ES for a single bond? In the calculation here: [2% * 1 + (5%-2%) * 0] /5% 1. What are 1 and 0 in the above calculation: I thought it to be payoffs, Is it correct? 2. I assumed 2% is the default...
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