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
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업데이트 날짜: 2012/9/26

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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.

인용 양식

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

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1.0.0.0