Hedge Analysis

Version 1.0.0.0 (1,96 Mo) par Kienitz Wetterau FinModelling
Illustration of chapter 10 of the book. This covers hedge strategies as Delta-Gamma or Mean Variance
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Hedge Analysis for DAX data illustrating the topics discussed in chapter 10 of the book.

Delta-Gamma or Mean Variance Hedging.

For real data as well as simulated paths.

Citation pour cette source

Kienitz Wetterau FinModelling (2024). Hedge Analysis (https://www.mathworks.com/matlabcentral/fileexchange/38361-hedge-analysis), MATLAB Central File Exchange. Récupéré le .

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Hedge Analysis/

Version Publié le Notes de version
1.0.0.0