Question
The hedge ratio for hedging with maturity or underlying mismatch should be obtained by running a regression. The hedge ratio is the correlation between the
The hedge ratio for hedging with maturity or underlying mismatch should be obtained by running a regression. The hedge ratio is the correlation between the spot price and future price.true or false
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An Introduction to Derivative Securities Financial Markets and Risk Management
Authors: Robert A. Jarrow, Arkadev Chatterjee
1st edition
978-0393912937, 393912930, 393913074, 978-0393920949, 393920941, 978-0393913071
