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Dynamic hedging

• A strategy that involves rebalancing hedge positions as market conditions change; a strategy that seeks to insure the value of a portfolio using a synthetic put option.

 
 Embedded terms in definition
 Change
Hedge
Market
Option
Portfolio
Put option
Put
Rebalancing
 
 Related Terms
 Actual hedging
Anticipatory hedging
Cross hedging
Dynamic analysis
Dynamic asset allocation
Hedging
Hedging demands
Hedging paradox
Hedging strategies
Theory of cross hedging
Theory of hedging

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