Please note that index links point to page beginnings from the print edition. Locations are approximate in e-readers, and you may need to page down one or more times after clicking a link to get to the indexed material.

Adjusted delta, 499


   in Black-Scholes model, 348

   dynamic hedging with, 121–122

   to original hedge, 123

   risks and neutral, 246

   to spread, 246–248

   trader choices for, 247–248

   in volatility spreads, 206–208

All or none (AON), 539

American option, 32, 292, 539

   arbitrage boundaries for, 293–295, 300

   binomial tree and, 370–371

   Black-Scholes model not for, 309, 377

   delta values in, 313

   dividend-paying stocks and, 373–376

   European option compared to, 315–317

   evaluating, 314


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