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Posted June 4, 2014 in Blog by Finance Training Course

Hedging higher order Greeks – Solver Solution review

Hedging Higher order Greeks – Lesson Three

We are now ready to solve the Gamma Vega hedging optimization model in Excel created in our first two lessons earlier. For a quick review see:

Lesson One – Introduction

Lesson Two – Setting up the Solver Model

When we press the solve button on the Excel Solver add-in what does the […]

Related posts:

  1. Hedging higher order Greeks. Using Solver to hedge Vega, Gamma exposure
  2. Hedging higher order Greeks – Building the Excel Solver model
  3. Hedging Gamma & Vega – The higher order Greeks hedge optimization Excel spreadsheet – Part I

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