The application of financial derivatives for hedging can often be very complex for an institution that feels they may need to incorporate them into their portfolio. We have designed a fundamental financial atom of constant risk (omega) for the purchaser and almost risk-free for the issuer and for constructing minimal changing hedges for the hedger as well as developed a method for determining the best combination of our atoms to obtain almost any hedge, and have shown how they can be applied and that combinations of financial atoms with different expiration dates can be combined.
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