Question
Please answer following conceptual questions a) How would a market -maker perfectly hedge a swap involving variable price and quantity? b) What actions are required
Please answer following conceptual questions a) How would a market -maker perfectly hedge a swap involving variable price and quantity? b) What actions are required to both delta-hedge and gamma-hedge a short option position c) What is a credit default swap and what function does it serve?
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Economics Today
Authors: Roger LeRoy Miller
16th edition
132554615, 978-0132554619
