tailing-the-hedge

  1. J

    Optimal hedge rations and tailing the hedge

    Hi can someone please explain me those two topics, I Tried reading it from core but wasn't able to grasp the understanding and logic for both the topic Thanks
  2. David Harper CFA FRM

    P1.T3.21.14. Tailing the hedge

    Learning objectives: Calculate the profit and loss on a short or long hedge. Compute the optimal number of futures contracts needed to hedge an exposure and explain and calculate the “tailing the hedge” adjustment. Explain how to use stock index futures contracts to change a stock portfolio’s...
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