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updated 2 years ago

Hedge Analysis by Kienitz Wetterau FinModelling

Illustration of chapter 10 of the book. This covers hedge strategies as Delta-Gamma or Mean Variance (hedging, dax, deltagamma)

BlackScholesPaths(S, mu, T, nPaths, nSims, sigma)

BlackScholesPrice(S,K,r,T,sigma)

CarrMadanCallPricingFFT(N,eta,model,S,K,T,r,d)

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updated almost 7 years ago

Short Term Hedge Position Optimizer by Kwame Awuah-Offei

This program optimizes the hedge ratio for a resource company (finance, modeling, analysis)

futures_price(s_price,c_yield,t,Economic,Yield,Price)

hpo3

hpo_gui(varargin)

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