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Using Derivative Securities
I understand it, was that it should track the primary instrument you’re hedging within a band of 80–120% ... correlation of the hedge. How well is it tracking the primary instrument that you’re trying to protect? Is it ...- Authors: Nino A Boezio, Anthony Dardis, William S Cook
- Date: May 1996
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives; Public Policy