Timeline for Can a delta hedge be negative for all values at one time, and positive for all values at another time?
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 20, 2020 at 3:23 | vote | accept | Timmy | ||
| Mar 20, 2020 at 2:29 | comment | added | dm63 | You wouldn’t. That’s why it’s only a theoretical possibility. | |
| Mar 19, 2020 at 21:51 | comment | added | Timmy | This may be a silly question, but given the information we would have when devising the hedging formula at t=0, how would we know how the stock is correlated with the interest rate at later times, and be able to detect changes to this correlation at explicit future times? | |
| Mar 19, 2020 at 12:40 | history | answered | dm63 | CC BY-SA 4.0 |