dynamic hedging การใช้

• It is a dynamic hedging strategy which uses stock index futures.
• How much of that volatility is due to dynamic hedging?
• Now, much of Wall Street believes in " dynamic hedging " for equity portfolios.
• One way, called dynamic hedging, bears a suspicious resemblance to the portfolio insurance of old.
• Their dynamic hedging strategy led to a partial differential equation which governed the price of the option.
• A variance swap can be perfectly statically replicated through vanilla puts and calls whereas a volatility swap requires dynamic hedging.
• That may indicate use of some strategies known as " dynamic hedging, " which call for traders to limit losses by selling as prices fall.
• In the 1970s mathematicians thought they were moving toward that goal with a way to keep one's investment portfolio in perfect balance with a technique they called " dynamic hedging ."
• That is because the banks and brokers who write such insurance ( who sell the puts, to put it in market terms ) plan to use " dynamic hedging " to offset their risks.
• Lehman officials have said they offset the risk of such transactions through " dynamic hedging, " in which they sell shares when the price is falling and buy them when the price is rising.
• "I suspect there is less now than in 1987, " says Bruce I . Jacobs, a principal with Jacobs Levy Equity Management in Roseland, N . J ., and a longtime critic of dynamic hedging.
• It appeared there was substantial selling of stock programs _ a fact that may indicate that some strategies known as " dynamic hedging, " which call for traders to limit losses by selling as prices fall, were being used.
• He has published three books, " Index Options and Futures : The Complete Guide ", " Portfolio Insurance : A Guide to Dynamic Hedging " and " I Am John Galt : Today's Heroic Innovators Building the World and the Villainous Parasites Destroying It " ( co-author Andrew Greta ).
• The questions were : 1 ) dynamic hedging, 2 ) yen carry trade and cross trade, 3 ) BDI and freight rates, 4 ) spread ( between onshore and ) offshore NDF markets, 5 ) 01001011, a binary code he left in a posting on his identity in November 2008.