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Hedge Analysis

version 1.0.0.0 (1.96 MB) by Kienitz Wetterau FinModelling
Illustration of chapter 10 of the book. This covers hedge strategies as Delta-Gamma or Mean Variance

2.2K Downloads

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.

Cite As

Kienitz Wetterau FinModelling (2021). Hedge Analysis (https://www.mathworks.com/matlabcentral/fileexchange/38361-hedge-analysis), MATLAB Central File Exchange. Retrieved .

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

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