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Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach that optimizes some terminal … criterion that depends on the difference between the value of a derivative security and that of its hedging portfolio at … maturity or exercise. Global hedging methods in discrete time can be implemented using dynamic programming. They provide …
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Liquidity risk measurement / Peter Neu -- Scenario analysis and stress testing / Leonard Matz -- Monitoring and controlling liquidity risk / Leonard Matz -- Liquidity risk management strategies and tactics / Leonard Matz and Peter Neu -- Contingency planning / Leonard Matz -- Market developments...
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