Hello,
i have the following question:
how would you hedge an option book consisting out of a long exposure of 1 mill USD in at the money calls and a short exposure of 2 mill USD in deep out of the money puts ?
Many thanks for any discussion!
Hello everyone,
I think this is the right place to ask, my group has the following problem and we really have time pressure.
Task:
1) Choose an underlying commodity. Gather monthly data for 1 year. Compute the convenience yields over the year.
We decided for Brent Cruide Oil - we downloaded...
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