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Slide 1 Volatility and Hedging Errors Jim Gatheral September, 25 1999 Slide 2 Background Derivative portfolio bookrunners often complain that hedging at market-implied volatilities…
Slide 1 Calculating high frequency betas with R EARL Conference 2014 September 2014 David Jessop Analyst Tel: +44 20 7567 9882 [email protected] Claire Jones Analyst Tel:…