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P&L of Delta Hedging strategy

Joined
5/1/16
Messages
4
Points
11
Hello. Is anyone here willing to help me figure out how to calculate the Total Hedging P&L of a delta-hedging strategy. It's for an assignment (Coursera FE&RM course)
 
At each time point, compute the delta hedge. Execute the delta hedge. Mark all delta hedges to the final underlying price. Sum up PNL.
 
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