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Derivatives Expert: A Simple Example of Delta Hedging
Authors

S. Benninga
Z. Wiener
Editor

Wolfram Research, Inc.
Organization: Wolfram Research, Inc.
Address: 100 Trade Center Dr.
Champaign, IL 61820
Phone: (217) 398-0700
Fax: (217) 398-0747
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URL: http://www.wolfram.com
Subjects

*Business and Economics
*Mathematica Technology > Application Packages > Applications from Independent Developers > Derivatives Expert
Keywords

symbolic calculus, financial derivatives
Related items

*Dynamic Hedging Strategies   [in Articles]
URL

http://library.wolfram.com/examples/deltahedging/
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deltahedge.nb (255.7 KB) - Mathematica Notebook