Question
Maintaining delta and vega neutrality of a portfolio over time requires: Group of answer choices: hedging rebalancing scenario analysis volatility synthetic options
Maintaining delta and vega neutrality of a portfolio over time requires:
Group of answer choices:
hedging
rebalancing
scenario analysis
volatility
synthetic options
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Banking With Integrity The Winners Of The Financial Crisis
Authors: Dr Heiko Spitzeck , Dr Michael Pirson, Dierksme , Dr. Heiko Spitzeck , Prof. Claus Dierksmeier, Dr. Michael Pirson
1st Edition
0230289959,0230346499
