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Hedge Analysis

Illustration of chapter 10 of the book. This covers hedge strategies as Delta-Gamma or Mean Variance

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Updated 26 Sep 2012

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Hedge Analysis for DAX data illustrating the topics discussed in chapter 10 of the book.

Delta-Gamma or Mean Variance Hedging.

For real data as well as simulated paths.

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MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux