1
-
1
of
1
results (0.74 seconds)
Sort By:
-
Residual Risk When Hedging Delta and Rho of Equity Options
trades was made. This was tested as a range around 17 percent volatility and also tested as a range around ... rates, the average cost of hedging corresponds to 17 percent volatility. If interest rates are levelized ...- Authors: Mark Evans
- Date: Mar 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Annuities>Equity-indexed annuities; Annuities>Fixed annuities; Enterprise Risk Management>Capital markets; Finance & Investments>Derivatives