Delta neutral

Results: 25



#Item
13 VaR Calculations for Derivatives This section is a brief review of delta and gamma-based VaR calculation methods for options. As we shall see, as a last resort, one can estimate VaR accurately, given enough

3 VaR Calculations for Derivatives This section is a brief review of delta and gamma-based VaR calculation methods for options. As we shall see, as a last resort, one can estimate VaR accurately, given enough

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Source URL: www.mit.edu

Language: English - Date: 2003-05-07 11:45:18
2MASSACHUSETTS INSTITUTE OF TECHNOLOGY ARTIFICIAL INTELLIGENCE LABORATORY and CENTER FOR BIOLOGICAL AND COMPUTATIONAL LEARNING A.I. Memo No[removed]C.B.C.L. Paper No. 92

MASSACHUSETTS INSTITUTE OF TECHNOLOGY ARTIFICIAL INTELLIGENCE LABORATORY and CENTER FOR BIOLOGICAL AND COMPUTATIONAL LEARNING A.I. Memo No[removed]C.B.C.L. Paper No. 92

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Source URL: aiinfinance.com

Language: English - Date: 2012-06-26 15:07:35
3Efficient Execution of Delta Neutral OTC Swaptions Trade OTC swaptions and use forward starting Eris Swap Futures for the delta hedge The cost of trading delta neutral OTC swaptions will increase dramatically following f

Efficient Execution of Delta Neutral OTC Swaptions Trade OTC swaptions and use forward starting Eris Swap Futures for the delta hedge The cost of trading delta neutral OTC swaptions will increase dramatically following f

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Source URL: www.erisfutures.com

Language: English - Date: 2014-08-22 14:53:07
4Joint Risk Neutral Laws and Hedging Dilip B. Madan Robert H. Smith School of Business University of Maryland

Joint Risk Neutral Laws and Hedging Dilip B. Madan Robert H. Smith School of Business University of Maryland

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-05-09 10:30:06
5The tracking error rate of the Delta-Gamma hedging strategy Azmi MAKHLOUF1 Joint work with 1 Laboratoire

The tracking error rate of the Delta-Gamma hedging strategy Azmi MAKHLOUF1 Joint work with 1 Laboratoire

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:08:52
6Using the NAG Library to calculate financial option prices in Excel Marcin Krzysztofik and Jeremy Walton∗ The Numerical Algorithms Group Ltd. 1

Using the NAG Library to calculate financial option prices in Excel Marcin Krzysztofik and Jeremy Walton∗ The Numerical Algorithms Group Ltd. 1

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Source URL: www.nag.co.uk

Language: English - Date: 2013-11-15 11:15:15
7EMN[removed]D3 (3 phase Delta) The EMN (Energy Meter Node) series is an AC energy submeter with a wireless mesh network communications output. The D3 is designed for three phase networks without the neutral and inter

EMN[removed]D3 (3 phase Delta) The EMN (Energy Meter Node) series is an AC energy submeter with a wireless mesh network communications output. The D3 is designed for three phase networks without the neutral and inter

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Source URL: www.lem.com

Language: English - Date: 2011-06-21 10:45:15
8EMN 100-D3/SP2 (3 phase Delta) The EMN (Energy Meter Node) series is an AC energy submeter with a wireless mesh network communications output. The D3/SP2 was designed for three phase networks without the neutral and with

EMN 100-D3/SP2 (3 phase Delta) The EMN (Energy Meter Node) series is an AC energy submeter with a wireless mesh network communications output. The D3/SP2 was designed for three phase networks without the neutral and with

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Source URL: www.lem.com

Language: English - Date: 2011-06-21 10:48:49
9EMN[removed]D3 (3 phase Delta) The EMN (Energy Meter Node) series is an AC energy submeter with a wireless mesh network communications output. The D3 is designed for three phase networks without the neutral and with

EMN[removed]D3 (3 phase Delta) The EMN (Energy Meter Node) series is an AC energy submeter with a wireless mesh network communications output. The D3 is designed for three phase networks without the neutral and with

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Source URL: www.lem.com

Language: English - Date: 2009-10-12 03:38:37
10EMN[removed]D3/SP2 (3 phase Delta) The EMN (Energy Meter Node) series is an AC energy submeter with a wireless mesh network communications output. The D3/SP2 is designed for three phase networks without the neutral a

EMN[removed]D3/SP2 (3 phase Delta) The EMN (Energy Meter Node) series is an AC energy submeter with a wireless mesh network communications output. The D3/SP2 is designed for three phase networks without the neutral a

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Source URL: www.lem.com

Language: English - Date: 2011-06-21 10:49:15