Hedge Analysis

Illustration of chapter 10 of the book. This covers hedge strategies as Delta-Gamma or Mean Variance
2.2K Downloads
Updated 26 Sep 2012

View License

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.

Cite As

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

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

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

Start Hunting!
Version Published Release Notes
1.0.0.0