100+ Large gamma PowerPoint (PPT) Presentations, Large gamma PPTs

Large gamma - PowerPoint PPT Presentation

Timer

Structures and Strategies in the organic beef market Joris.Aertsens@ugent.be 27th of April 2005 Promotor: Prof. G. Van Huylenbroeck. Timer. Context. Study of one and a half year, organic beef sector production and commercialisation Cooperation of University of Ghent

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269 views • 25 slides

Static Hedge

Static Hedge. Dr. San-Lin Chung Department of Finance National Taiwan University. How Difficult is it to Hedge Exotic Options?. In some cases exotic options are easier to hedge than the corresponding vanilla options. (e.g., Asian options) ? gamma is relatively small

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298 views • 15 slides

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Large gamma - PowerPoint PPT Presentation

Timer

Static Hedge