--%>
Assignment Help - homework help

What is Charmin hedge position

What is Charmin hedge position?

E

Expert

Verified

Charm: The charm is the sensitivity of delta to time.

∂2V/∂S∂t.

This is helpful for seeing how your hedge position will alter with time, for illustration, up till the next time you expect to hedge. It can be significant near expiration.

   Related Questions in Financial Management

  • Q : Payback period for a proposed capital

    How can we estimate the payback period for a proposed capital budgeting project? What are the major problems of the payback method?

    		•
  • Q : Explain merits and demerits of Mr

    Mr. Ross Perot, a former Presidential candidate of the Reform Party, that is a third political party in the United States, had objected strongly to the creation of the North American Trade Agreement (NAFTA), that nonetheless was inaugurated in the year of 1994

    		•
  • Q : Illustrates an example of Option

    Illustrates an example of Option Adjusted Spread. Answer: Analyses by using Option Adjusted Spreads are common within Mortgage-Backed Securities (MBS).

    		•
  • Q : Dealer's work in the OTC market What

    What does a dealer do in the OTC market? Financial trades are made in an over the counter market. Explain.

    		•
  • Q : Describe long position in a futures

    Describe long position in a futures (or forward) contract?A futures (or forward) contract is a vehicle for purchasing or selling a stated amount of foreign exchange at a stated price per unit at a particular time in the future. If the long hold

    		•
  • Q : Explain the important properties of

    Explain the important properties of Brownian motion.

    		•
  • Q : Mathematical laws under condition of

    Explain all mathematical laws under the condition of Central Limit Theorem.

    		•
  • Q : List the arguments of FX call or put

    List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?Both call & put options are functions of just six variables: S

    		•
  • Q : Services which international banks

    Briefly discuss some services which international banks provide their customers & the market place.International banks can be considered by the sort of services they provide that distinguish them from domestic banks.  Foremost, internat

    		•
  • Q : Why is volatility annualized standard

    Why is volatility annualized standard deviation of return?

    		•