Essays about: "Malin Hedman"

Found 1 essay containing the words Malin Hedman.

  1. 1. Optimal Hedging Strategies for OMX Option Portfolios: A Study of Different Strategies for Option Hedging Using the Greeks

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Magnus Grape; Malin Hedman; [2006]
    Keywords : Option; Hedging; OMX; The Greeks; Black 76;

    Abstract : The option markets have developed substantially during the past decades ever since the construction of a pricing model for options. After the model had been constructed tools for hedging were gradually developed, usually collectively referred to as the Greeks. READ MORE