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The top documents tagged [delta hedging slide]
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Functional Itô Calculus and Volatility Risk Management Bruno Dupire Bloomberg L.P/NYU AIMS Day 1 Cape Town, February 17, 2011
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Non-Uniform Adaptive Meshing for One-Asset Problems in Finance Sammy Huen Supervisor: R. Bruce Simpson Scientific Computation Group University of Waterloo
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The Greek Letters. ILLUSTRATION The financial institution has sold for $300,000 a European call option on 100,000 shares of a non- dividend-paying stock
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