Download Shareware and Freeware Software for Windows, Linux, Macintosh, PDA

line Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

Serving Software Downloads in 976 Categories, Downloaded 30.439.289 Times

Visualize dynamic hedging 1.0

  Date Added: May 01, 2013  |  Visits: 188

Visualize dynamic hedging

Report Broken Link
Printer Friendly Version


Product Homepage
Download (18 downloads)

Function HEDGEDEMO aims to help students and instructors of finance visualize trading demands of simple static or dynamic value-hedging strategies. In a single-factor setting, 2-asset hedge portfolios are constructed to match, at a point in time, value and delta of the hedged portfolio, consisting of 1-2 assets, one unit of each. (Delta is estimated by shifting the factor path by +/- 0.01). Factor dynamics are described by a Matlab expression or function that defines vector 'X' in terms of vector 'T', where T = StartDate:EndDate. With 'X' defined and evaluated, paths of asset prices are similarly given by Matlab expressions or functions inputting 'X' and 'T'.

Requirements: No special requirements
Platforms: Matlab
Keyword: 039t039 039x039 Defines Dynamics Estimated Expression Expressions Factor Function Functions Inputting Matlab Prices Shifting Similarly Terms Vector
Users rating: 0/10

License: Shareware Size: 256 KB
VISUALIZE DYNAMIC HEDGING RELATED
Networking Tools  -  KS Calculator 1.05
KS-Calculator is a powerful, easy-to-use, flexible calculator, which supports operations with numbers in Binary, Octal, Decimal and Hexadecimal formats, operates with expressions and mathematical functions, like: Sin, Cos, Tan, ArcTan, Exp, Ln,...
430.2 KB  
Games  -  Role Playing Tools 1.1
Role Playing Tools extends the pen and paper role playing tabletop to the computer by providing a die rolling tool with a full expression language including Javascript functions, tabbed rolling bars, quick summation features, and the ability to...
2.4 MB  
File Managers  -  Actual Search&Replace 1.4.3
The program is an advanced tool to perform the search and replace operations across multiple text files. This software supports the search engine query syntax and the regular expressions syntax. You can see the lines containing the highlighted...
735 KB  
Database Tools  -  Regular Expressions for MS SQL server 1.51
The Regular Expressions for MS SQL Server is a set of T-SQL User Defined Functions (UDF) that gives users full power to manipulate string data in SQL queries, stored procedures and Transact-SQL programming. Some of the common challenges that you...
1.13 MB  
Unit Conversion Tools  -  STIMATH 1.0
STIMATH is a high-level tool for mathematics, linear algebra, plotting and expression evaluation that can be used from any programming environment or even from a command line interface. It is an executable that takes a single argument, the name of...
292.97 KB  
Calculators  -  tabbyCalc 1.2
tabbyCalc is a minimalist Windows desktop calculator & mathmatical expression evaluator. Built-in functions like tan, cos, abs, factorial & more, directly enter expressions with the keyboard, saves screen position and size. With tabbyCalc, you...
470 KB  
Development Editors  -  #Calculation Component 2.1.19 8
#Calculation component is a powerful calculation engine for your applications. This ActiveX component integrates expression parsing and evaluation. Generally speaking, #Calculation is very useful in two main areas: first, when a formula has to be...
522 KB  
Development Tools  -  fractree.m 1.0
Script to draw fractal trees generated from a given angle, distance factor and 'number of branches'.'number of branches' - indicates how many child branches are born from each parent branch. 'angle' - determines how far each child branch leans...
10 KB  
Mathematics  -  SpeQ Mathematics 3.2
SpeQ is a small, extensive mathematics program with a simple, intuitive interface. All calculations are entered in a sheet. In there you can freely add, edit and execute all calculations. You can define variables and functions, and plot graphs of...
497.77 KB  
Code Management Tools  -  OmegaChart 4.0
OmegaChart 4.0 is a flowchart generator. This package converts source codes to their flowchart equivalence. The generated flowchart is viewable through Microsoft Excel, Microsoft Internet Explorer or Microsoft Visio. The package support...
6.44 MB  
NEW DOWNLOADS IN SCRIPTS, DEVELOPMENT TOOLS
Scripts  -  Freelancer Script 5.05
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Post projects. Featured projects. Private projects. Sealed projects. Edit/delete projects. Select freelancers....
5.49 MB  
Scripts  -  B2B Script 4.20
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Sign-up Account (Registration of account). Lead generation tools (for the sellers). Email verification to...
5.49 MB  
Scripts  -  B2C Script 5.06
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). The script comes with totally editable site colors, icons and graphics Multilevel categories allows extensive browsing Admin can change Category ordering or...
5.49 MB  
Scripts  -  Social Networking Script 2.86
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Registration with name, email, password, date of birth etc. User can add multiple school, college, university with start...
5.49 MB  
Scripts  -  Business Networking Script 8.04
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Ajax based interface. Profile creation. Different types of profile. Profile for jobseekers, employers and employed...
5.49 MB  
Development Tools  -  VMP Viewer 1.0
This is a very rudimentary tool to visualize the VMP files generated by BrainVoyager. Useful to share files with people who do not have BV.
10 KB  
Development Tools  -  Sending reports and timestamped file by emailing 1.0
main executing reference usage:[1] usage_send_mail.mIllustrates email sending with multiple separate files or single timestamped tar file. Attachment failure is properly handled, with continuation of report emailing without the attachment.[2]...
768 KB  
Development Tools  -  IrisMVC 2.0 rc1
IrisMVC is an OOP PHP framework that developers can use as a strong and secure foundation to build on various web applications following the Model-View-Controller (MVC) pattern. It provides the basic functionality developers need, without...
51.2 KB  
Development Tools  -  7-Zip for Script 4.42
7-Zip is a file archiver with a high compression ratio.Features:- High compression ratio in new 7z format with LZMA compression- Supported formats:- Packing / unpacking: 7z, ZIP, GZIP, BZIP2 and TAR- Unpacking only: RAR, CAB, ISO, ARJ, LZH, CHM,...
624.64 KB  
Development Tools  -  Barnardextest 1.0
This file, as the Fisher's exact test, performs the exact probability test for a table of frequency data cross-classified according to two categorical variables, each of which has two levels or subcategories (2x2). It is a non-parametric...
10 KB