Financial Derivatives Toolbox 5.5.1

Creating Portfolios and Hedging Strategies

Financial Derivatives Toolbox provides functionality for pricing portfolios and applying hedging strategies. You can:

• Create and manage portfolios that include several types of financial instruments
• Calculate the price and sensitivities for each instrument and the total portfolio
• View the results either numerically or graphically
• Define a hedging strategy using selected instruments within a portfolio to achieve a target sensitivity or cost

Hedging strategy developed in Financial Derivatives Toolbox. Click on image to see larger view.