What is Charmin hedge position
What is Charmin hedge position?
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Charm: The charm is the sensitivity of delta to time.
∂2V/∂S∂t.
This is helpful for seeing how your hedge position will alter with time, for illustration, up till the next time you expect to hedge. It can be significant near expiration.
Remark on the following statement: "As the U.S. imports more than it exports, it is essential for the U.S. to import capital from foreign countries to finance its present account deficits."The statement presupposes that the U.S. present account
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