unhedgeable
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English
[edit]Etymology
[edit]Adjective
[edit]unhedgeable (not comparable)
- (finance) That cannot be hedged
- 2016, Wujiang Lou, “Capital Pricing in Margin Periods of Risk and Repo KVA”, in arXiv[1]:
- Using the unhedgeable gap risk during a margin period of risk as a starting point, this article introduces a reserve capital approach to the hedging error and its inclusion in derivatives pricing and valuation.