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Implications of Real World Customer Behavior in RiskNeutral Hedging
referred to as the real world shadow account. Table 1 below gives an example. Here, we are at the end ... Behavior in Risk Neutral Hedging by Mark Evans Table 1 referred to as real world greeks. The same ...- Authors: Mark Evans
- Date: Aug 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Dynamic simulation models
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The Coming Revolution in Risk Management
Inconceivable Traditional modeling techniques look at individual risks, examining one aspect of the universe of ... examine in detail the trading patterns of every individual trader in the market and his or her strategies ...- Authors: Lilli Segre Tossani
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models