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Optimal dynamic hedging using futures under a borrowing constraint PDF

33 Pages·2002·0.27 MB·English
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by Akash Deep| 2002| 33 pages| 0.27| English

About Optimal dynamic hedging using futures under a borrowing constraint

the dynamic hedging strategy of a firm that uses futures contracts to hedge a in the firm,s optimal hedging strategy, especially if the hedging horizon is long.

Detailed Information

Author:Akash Deep
Publication Year:2002
Pages:33
Language:English
File Size:0.27
Format:PDF
Price:FREE
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