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  1. E

    Hedging

    you sell x at T for 120, while the market price at T is 115. - you win 5 you buy x at T for 118, while the market price at T is 115. - you lose 3 your overall position is +2 in other words. you sell something at T for 120 you buy something at T for 118 position is +2 but thats no hedge...
  2. E

    Bond price H/W problems

    bootstrapping
  3. E

    Pricing Models & Risk-Neutral-Valuation

    Hello All! I have some questions regarding the principal of pricing models and i hope someone can help me out here. The philosophy of pricing models consists of "replication", e.g. the Black-Scholes-Model. C = Sx - Ky e^(-r+T) In other words. The fair price of a financial instrument...
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