Sentence examples for dynamic hedge from inspiring English sources

If futures corresponding to the pledged properties exist, for example, metal futures, a dynamic hedge can be achieved through futures trading.

If the pledged property exists, a dynamic hedge of its corresponding futures product (for example, metal futures) can be achieved by futures trading.

Different approaches to the hedging of the swaption position including dynamic hedging are discussed.

They would simply sell ever-increasing numbers of futures contracts, a process known as dynamic hedging.

We compare the dynamic hedging performance of the deterministic local volatility function approach with the implied/constant volatility method.

In the 1970's mathematicians thought they were moving toward that goal with a way to keep one's investment portfolio in perfect balance with a technique they called "dynamic hedging".

Dynamic Hedging Your index annuity's managers might not even buy options.

A dynamic hedging strategy using options that calls for constant adjustment of the number of options used, as a function of the delta of the option.

Several suggestions for future research, including the implementation and tests of competing asset pricing theories, market microstructure models, information transmission mechanisms, dynamic hedging strategies, and the pricing of derivative assets, are also discussed.

This problem already arises for the dynamic super hedging duality shown in Proposition 4.5 inNutz and Soner (2012) in a less general context than ours.

Seed size variation in response to changes in environmental predictability may be viewed as dynamic bet-hedging, an adaptive maternal effect [ 13].