Hedge Analysis
버전 1.0.0.0 (1.96 MB) 작성자:
Kienitz Wetterau FinModelling
Illustration of chapter 10 of the book. This covers hedge strategies as Delta-Gamma or Mean Variance
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.
인용 양식
Kienitz Wetterau FinModelling (2024). Hedge Analysis (https://www.mathworks.com/matlabcentral/fileexchange/38361-hedge-analysis), MATLAB Central File Exchange. 검색 날짜: .
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버전 | 게시됨 | 릴리스 정보 | |
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1.0.0.0 |