Now showing items 1-1 of 1

    • Hedging with a Correlated Asset: An Insurance Approach 

      Wang, Jian (University of Waterloo, 2005)
      Hedging a contingent claim with an asset which is not perfectly correlated with the underlying asset results in an imperfect hedge. The residual risk from hedging with a correlated asset is priced using an actuarial ...


      University of Waterloo Library
      200 University Avenue West
      Waterloo, Ontario, Canada N2L 3G1
      519 888 4883

      All items in UWSpace are protected by copyright, with all rights reserved.

      DSpace software

      Service outages