|
- UID
- 222287
- 帖子
- 292
- 主题
- 10
- 注册时间
- 2011-7-2
- 最后登录
- 2014-6-29
|
hedge ratio is the slope coefficient of the regression of the asset return on the futures return
delta (for currency hedging) is the slope coefficient of the change in exchange rate to the change in option price
I think there are a couple more |
|
发表于 2011-7-11 19:00
|