Define the term Hedging using implied volatility
Define the term Hedging using implied volatility?
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Hedging using implied volatility within the delta formula theoretically removes the otherwise random fluctuations in the mark-to-market value of the hedged option portfolio, but at the cost of making the last profit path dependent, directly associated to realize gamma along the stock’s path.
Explain the term Serial Autocorrelation.
Does LMM stand for? Explain.
What is Maximum Likelihood Estimation?
Who gave the pricing of options to the simulation of random asset paths?
How is gamma measure the rehedged position?
what happens to company when additional fund is not required?
What is Information Ratio?
Swann Systems containing forecast such income statement to upcoming year: Sales &
Why should we assume a deterministic stock price path for an equity option? Answer: Because the forward rate curve is not uniquely determined through the finite set
Is there margin option on long positions? Explain.
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