Dynamic Hedging

Author: Nassim Taleb
Publisher: John Wiley & Sons
ISBN: 9780471152804
Size: 23.58 MB
Format: PDF
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The definitive book on options trading and risk management "If pricing is a science and hedging is an art, Taleb is a virtuoso." —Bruno Dupire, Head of Swaps and Options Research, Paribas Capital Markets "This is not merely the best book ...

Valuation Hedging And Speculation In Competitive Electricity Markets

Author: Petter L. Skantze
Publisher: Springer Science & Business Media
ISBN: 9780792375289
Size: 34.79 MB
Format: PDF, ePub
View: 5060
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9.8. DYNAMIC. HEDGING. A simulation based approach allows the user to
estimate the expected cash flow from a contract, and the associated risk, or
variance, of the cash flow. In addition, traders also need to understand the
relationship ...

Static Vs Dynamic Hedging

Author: Cindy T. Chen
Size: 47.25 MB
Format: PDF, Kindle
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Cindy T. Chen, Kumphanart Dansiri, Jean-Francois Picron, Sanjoyo, Vipob
Jayamama. VI. Conclusions and Recommendations The purpose of this project
was to compare the effectiveness of static and dynamic hedging of barrier options