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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 ...

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    • 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