File Exchange

image thumbnail

Hedge Analysis

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


Updated 26 Sep 2012

View License

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.

Cite As

Kienitz Wetterau FinModelling (2020). Hedge Analysis (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (0)

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