Financial derivatives trading and delta hedgingMastinšek, Miklavž (Avtor) finančni instrumentiizvedeni finančni instrumentihedgingtransakcijestroškiIn financial derivatives markets different strategies for reduction of risk can be applied. This is especially important in times of financial crisis when more regulation of trading with risky instruments is needed. In this article the well known technique of delta hedging used in derivatives markets is considered. It is shown that for the appropriately adjusted delta the average hedging loss and the expected transaction costs can be reduced.Društvo ekonomistov Maribor20112015-07-10 17:21:15Delo ni kategorizirano52289sl