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Hedge Analysis

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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.

MATLAB release MATLAB 7.14 (R2012a)
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