The hedge ratio for hedging with maturity or underlying mismatch should be obtained by running a regression.

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The hedge ratio for hedging with maturity or underlying mismatch should be obtained by running a regression. The hedge ratio is the correlation between the spot price and future price.true or false

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Posted Date: Aug 14, 2020 09:06 AM

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The hedge ratio for hedging with maturity or underlying mismatch should be obtained by running a regression.

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An Introduction to Derivative Securities Financial Markets and Risk Management

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