Hedging Strategies with Variable Purchase Options
26.2 Description of the Product
26.3 Pricing and Hedging Bounded VPOs
26.3.1 Delta of the bounded VPO
26.3.2 Gamma of the bounded VPO
26.3.3 Theta of the bounded VPO
26.3.4 Vega of the bounded VPO
Nowadays, many firms have difficulties obtaining the funds needed for their investment projects and their operations. Internally generated funds have decreased because of the economic crisis and lower growth rates. At the same time, external financing sources have become scarce. ...
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