Code covered by the BSD License
by Kienitz Wetterau FinModelling
26 Sep 2012
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.
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