Hedge Analysis

Illustration of chapter 10 of the book. This covers hedge strategies as Delta-Gamma or Mean Variance
다운로드 수: 2.3K
업데이트 날짜: 2012/9/26

라이선스 보기

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: .

MATLAB 릴리스 호환 정보
개발 환경: R2012a
모든 릴리스와 호환
플랫폼 호환성
Windows macOS Linux
카테고리
Help CenterMATLAB Answers에서 Equity Derivatives에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
버전 게시됨 릴리스 정보
1.0.0.0