TARF hedge effectiveness model
5 mins read This is our second post in the TARF hedge effectiveness series and in the treasury candidates assessment series case. To
5 mins read This is our second post in the TARF hedge effectiveness series and in the treasury candidates assessment series case. To
2 mins read N. N. Taleb explains Alpha or the Gamma Rent, in his book Dynamic Hedging, as ‘Theta per Gamma ratio’. At