What is rehedging the portfolio
What is rehedging the portfolio?
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Normally the delta changes as stock price and time change, therefore to keep a delta-neutral position the number of assets held needs continual readjustment by sale or purchase of the stock. It is termed as rebalancing or rehedging the portfolio.
Illustrates the way to optimize hedge.
What is ordinal utility?
What will an investment banker do while underwriting a new security issue for a corporation?
What is the Volatility Smile?
We attain the following data in dollar terms: The correlation
Normal 0 false false
Define the term pricing derivatives in Monte Carlo simulations.
Which numerical method should we use?
Explain different useful tools in Quantitative Finance.
Illustrates an example of GARCH.
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