--%>

Who explained market-neutral delta hedging

Who explained market-neutral delta hedging?

E

Expert

Verified

1970 Arnold Bernhard & Co explained market-neutral delta hedging of convertible warrants and bonds. And demonstrates, that how to numerically get an approximation to the delta.

   Related Questions in Corporate Finance

  • Q : Bond price problem ABC Corp is issuing

    ABC Corp is issuing a 10-year bond with a coupon rate of 7 %. The interest rate for similar bonds is at present 9 %. Supposing annual payments, what is the current value of the bond? (Round to the closest dollar.) (a) $872 (b) $1,066 (c) $990 (d) $945.

    Q : Broad research methodologies Various

    Various broad research methodologies are available with which to study the development of accounting theory. a. Discuss the deductive, inductive, normative, and empirical research methods.  

  • Q : Explain deducing yield curve model

    Explain deducing yield curve model of HJM.

  • Q : How can industrial company inflate

    How can any industrial company inflate the value of its inventory so as to decrease net income and the taxes is has to pay in a year?

  • Q : Explain modern quantitative

    Explain modern quantitative methodology for portfolio selection.

  • Q : How WACC should be computed to begin a

    I cannot seem to begin a valuation. In order to compute E + D = VA (FCF; WACC) I require the WACC and to compute the WACC I need D and E. Where must I start?

  • Q : Strategy of Bear Spread State when

    State when markets are anticipated to go down then what is the Strategy of Bear Spread?

  • Q : Data races-critical sections-processor

    A) Research the phenomena of data races. Give an illustration of how an unprotected data race can give mount to data inconsistency.How do OpenMP and Cilk resolve this problem? B) Present your own fully documented and tested program

  • Q : Is the price of futures the excellent

    Is the price of futures the excellent estimate of €/$ exchange rate?

  • Q : Commercial Banking Assignment Part I

    Part I Guidelines and requirements: The questions in Part I of this assignment are based on the materials covered in Units 1 and 2. Please write a short-ess