regression hedging model

Related Overviews


'regression hedging model' can also refer to...


More Like This

Show all results sharing this subject:

  • Economics


Show Summary Details

Quick Reference

A method of hedging an underlying using derivatives where the relationship of the price or rate behaviour based on a regression is used to determine the amount of the hedge required. The basic equation is:


Subjects: Economics.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.