Hedge Analysis

版本 1.0.0.0 (2.0 MB) 作者: Kienitz Wetterau FinModelling

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

关注

0.0

(0)

2.3K 次下载

更新时间 2012/9/26

查看许可证

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.

引用格式

Kienitz Wetterau FinModelling (2025). Hedge Analysis (https://ww2.mathworks.cn/matlabcentral/fileexchange/38361-hedge-analysis), MATLAB Central File Exchange. 检索时间: 2025/10/13.

MATLAB 版本兼容性

创建方式 R2012a

兼容任何版本

平台兼容性

Windows macOS Linux

类别

Computational Finance > Financial Instruments Toolbox > Price Instruments Using Functions > Equity Derivatives >

在 Help Center 和 MATLAB Answers 中查找有关 Equity Derivatives 的更多信息

标签添加标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Hedge Analysis/

版本	已发布	发行说明
1.0.0.0	2012/9/26		下载