Hedge Analysis
Illustration of chapter 10 of the book. This covers hedge strategies as Delta-Gamma or Mean Variance
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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.
Cite As
Kienitz Wetterau FinModelling (2026). Hedge Analysis (https://www.mathworks.com/matlabcentral/fileexchange/38361-hedge-analysis), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (1.96 MB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
