有抱负者
发表于 2025-3-27 00:48:36
Gerhart SöhnThe dynamic hedging spreadsheet for a European call option allowed us to do a step-by-step trace of a Delta hedging simulation. In this section, we will use the results from the simulation trace to calculate a cash accounting P&L for our hedging model, assuming the role of a call option writer.
ABASH
发表于 2025-3-27 01:27:36
Axel SeibertThis book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.
无孔
发表于 2025-3-27 08:52:10
Bernd Füllner,Christian LiedtkeDelta hedging as a concept is covered within Black—Scholes—Merton pricing at a theoretical level (single-step or two-step binomial trees); however the actual implementation of a live Delta hedging program requires a bit more work.
Instinctive
发表于 2025-3-27 12:52:37
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监禁
发表于 2025-3-27 15:30:22
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maculated
发表于 2025-3-27 19:59:40
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猛击
发表于 2025-3-28 00:49:03
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共同给与
发表于 2025-3-28 04:20:35
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figment
发表于 2025-3-28 08:40:32
Heine-Jahrbuch 2003978-3-476-02887-7Series ISSN 0073-1692 Series E-ISSN 2628-5312
柔美流畅
发表于 2025-3-28 12:46:02
Heines »Loreley« und Puschkins »Sing mir nicht, schöne Frau«. Dekonstruktiv-linguistische Analyse voenso wie individuelle Aussage des Dichter-Ich. Es kann als Dokument einer männlichen Befindlichkeit der Selbst-Entfremdung in einer entzauberten Welt gelesen werden. Verunsicherung und Ratlosigkeit ergeben sich aus dem Gefühl der Trauer, das das alte Märchen von der »Lore-Ley« im Dichter-Ich hervorruft.