Comments on: Pricing and Hedging 101
https://computeraidedfinance.com/2011/11/12/pricing-and-hedging-101/
Tools, Algorithms, Simulation, Risk Management: Efficiency for Mathematical FinanceTue, 29 May 2012 09:15:35 +0000
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By: Feedback: What is the Effect of Hedging Options on the Underlying? – Computer Aided Finance - Excel, Matlab, Theta Suite etc.
https://computeraidedfinance.com/2011/11/12/pricing-and-hedging-101/#comment-245
Tue, 29 May 2012 09:15:35 +0000http://computeraidedfinance.wordpress.com/?p=8#comment-245[…] will look at hedging of a popular put option. In a previous article about pricing and hedging of options, we saw that the issuer can replicate an option sold using a hedging strategy. For replicating a […]
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By: What is the Difference Between Risk-Neutral Valuation and Real-World Valuation? – Computer Aided Finance - Excel, Matlab, Theta Suite etc.
https://computeraidedfinance.com/2011/11/12/pricing-and-hedging-101/#comment-170
Mon, 26 Mar 2012 22:28:50 +0000http://computeraidedfinance.wordpress.com/?p=8#comment-170[…] we start with “risk-neutral”. The term risk-neutral refers to option pricing: The option pricing is based on the cost of a hedging strategy which ideally replicates the option without any risk. Technically, it turns out that one can price […]
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