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Market volatility and feedback effects from dynamic hedging
Language: de
Pages: 31

Market volatility and feedback effects from dynamic hedging

Authors: Rüdiger Frey
Categories:
Type: BOOK - Published: 1995 - Publisher:

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Feedback Effects from Dynamic Hedging on Selected Stocks
Language: en
Pages: 170

Feedback Effects from Dynamic Hedging on Selected Stocks

Authors: Heinz Kubli
Categories: Hedging (Finance)
Type: BOOK - Published: 2001 - Publisher:

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Feedback Effects of Dynamic Hedging Strategies in the Presence of Transaction Costs
Language: en
Pages: 13

Feedback Effects of Dynamic Hedging Strategies in the Presence of Transaction Costs

Authors: Elettra Agliardi
Categories:
Type: BOOK - Published: 2004 - Publisher:

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We study the destabilising effect of dynamic hedging strategies on the price of the underlying in the presence of sunk costs of transaction. Once sunk costs of
Feedback Effects of Dynamic Hedging Strategies in the Presence of Transaction Costs
Language: en
Pages:

Feedback Effects of Dynamic Hedging Strategies in the Presence of Transaction Costs

Authors:
Categories:
Type: BOOK - Published: 2002 - Publisher:

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We study the destabilising effect of dynamic hedging strategies on the price of the underlying in the presence of sunk costs of transaction. Once sunk costs of
An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
Language: en
Pages: 36

An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies

Authors: Sanford J. Grossman
Categories: Financial futures
Type: BOOK - Published: 1987 - Publisher:

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