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Title
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
Email:
infocenter@wolfram.com
URL:
http://www.wolfram.com
Subjects
Business and Economics
Wolfram 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/
Downloads
deltahedge.nb
(255.7 KB) -
Mathematica Notebook