b***k
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xvgsfx (pains) 于 (Mon Jan 5 03:57:27 2009) 提到:
请教下
这种FX structured product是如何对冲的,我感觉没法完全对冲啊,想了解下
quantitative hedge
thanks
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ryou (zzz) 于 (Thu Jan 8 21:42:17 2009) 提到:
i think you still delta hedge with fx forwards?
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ABS (xiao+che) 于 (Thu Jan 8 21:55:20 2009) 提到:
just hedge delta via spot and vega via atm straddle, that's it.
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