Documents Fx Derivative Sad Vf

FOREIGN EXCHANGE DERIVATIVES: Advanced Hedging and Trading Techniques by Dr. A. A. Kotze´ Financial Chaos Theory Pty. Ltd. March 2011 http:\\www.quantonline.co.za Philosophy…

Documents Nikos SKANTZOS 2010 Stochastic methods in Finance.

Nikos SKANTZOS 2010 Stochastic methods in Finance Fair price What is the fair price of an option? Consider a call option on an asset Delta hedging: For every time interval:…

Documents Nikos SKANTZOS 2010

Nikos SKANTZOS 2010 Stochastic methods in Finance Fair price What is the fair price of an option? Consider a call option on an asset Delta hedging: For every time interval:…