Journal of Futures MarketsDarren L.Frechette.The Demand for Hedging with Futures and Options[J].J Fut Mark.2001(8)Darren L.Frechette.The Demand for Hedging with Futures and Options[J]. J. Fut. Mark. .2001(8)Frechette D L (2001), "The Demand for Hedging with Futures and Options", ...
2003a, Currency hedging with options and futures, European Eco- nomic Review, Vol. 47(5), pp. 833-839.Wong, K. P. (2003). Currency hedging with options and futures. European Economic Review, 47, 833-839.Wong, K. P. (2003). Currency hedging with options and futures. European ...
they are proven vehicles for earning exceptional risk-adjusted profits. Whichever side of the aisle you are on, Trading and Hedging with Agricultural Futures and Options will provide you with the answers you need to effectively use these versatile tools and make them an integral part of your busi...
it decides to hedge its risk with an equal quantity of future contracts. The current spot price of special steel is, say, $79. Futures contracts can be traded for every month of the year for up to 12 months. However, liquidity is ...
lecture7 Hedging with Futures and Futures Pricing
空头期货对冲(Short Futures Hedge): 定义:在期货市场上建立空头头寸(卖出期货合约)。 适用情况:当你希望锁定未来销售资产的价格时使用。例如,一家铜矿公司希望锁定未来铜的销售价格。 期权和掉期对冲(Options and Swaps): 期权对冲(Hedging with Options):使用期权合约来对冲特定的风险。 掉期对冲(Hedging with Swaps...
Hedgingfixed rate mortgage (FRM) portfolios with financial futures and options is suggested to substitutes for the adjustable rate mortgage as the hedging instrument. This study examines the comparative benefits of hedging the FRM through selling futures, buying puts, and the combined buy-putlsell-ca...
Moschini and S. Hanson (1991), "Production, hedging and speculative decisions with options and futures markets", American Journal of Agricultural Economics 72:66-74.Lapan, H., G. Moschini, and S.D. Hanson, "Production, Hedging, and Speculative Decisions with Options and Futures Markets." ...
Hedgingis a commonly used term in the financial markets, especially with futures and commodity traders.Hedging refers to protecting an investment against any possible losses by investing in other products or markets. In simply terms, hedging is similar to ‘insurance’. Just as you would pay a ...
Costs. Hedging involves costs, such as the premium paid for options or the cost associated with entering into futures contracts. These costs can reduce overall profitability. It's essential to consider these expenses when deciding to implement a hedging strategy. ...