Exploring 20 Dynamic Hedging
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In-Depth Information on 20 Dynamic Hedging
Financial Theory (ECON 251) Suppose you have a perfect model of contingent mortgage prepayments, like the one built in the ... Financial Theory (ECON 251) This lecture reviews the intuition from the previous class, where the idea of Dynamic Hedging These classes are all based on the book Trading and Pricing Financial Derivatives, available on Amazon at this link.
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