Define the term Hedging using implied volatility
Define the term Hedging using implied volatility?
Expert
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 an example of Brownian motion, where it is used.
What is the Black–Scholes Equation?
What is stable Levy Distribution?
Explain the common pattern of cash flows from a bond with a positive coupon rate.
Explain different types of hedge.
What are the advantages and limitations of a new stock issue?
Where are Monte Carlo simulations used?
How are financial or economic variable represented by index?
How is Sharpe ratio making sense when Central Limit Theorem is valid?
Explain the term NGARCH as of the GARCH’s family.
18,76,764
1931317 Asked
3,689
Active Tutors
1446569
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!