This report shows how a trader could optimize his trading decisions in the gas spot market, while delta hedging the exposures in the forward market. The spot trades maximize the optionality of the contract, while the forward hedges limit the risk.
This report shows how a trader could optimize his trading decisions in the gas spot market, while delta hedging the exposures in the forward market. The spot trades maximize the optionality of the contract, while the forward hedges limit the risk.