Summary Options can be combined together and with positions in underlying securities to construct many different trading strategies and risk management solutions. This chapter describes a basic option application, the protective put. This uses a put option to hedge against potential losses on a ...
Hedging with options 来自 Citeseer 喜欢 0 阅读量: 66 作者: P Carr 摘要: The classic prescription for hedging the market risk associated with derivatives positions is to restrict the possible process dynamics sufficiently so that the payoff can be spanned by (completely) dynamic trading in the ...
If you do not hedge a short stock position with call options, it can lose an unlimited amount of money. How Hedging a Short Position With Options Works Asoptions strategiesgo, shorting the stock and buying the call is very straightforward. One starts with shorting a stock in the usual manne...
As a rule, long-term put options with a low strike price provide the best hedging value. This is because their cost per market day can be very low. Although they are initially expensive, they are useful forlong-term investments. Long-term put options can be rolled forward to extend the ...
for two purposes: hedging against market risks,and speculating against asset price movements.The former is to seek the minimum of risk,and the latter is to seek the maximum of return.In this paper,a mean value-at-risk VaR) framework is constructed for speculating and hedging with options.关键...
系统标签: hedging option options portfolios 期权 assets Int. J. Contemp. Math. Sciences, Vol. 3, 2008, no. 4, 159 - 180 Hedging of Option Portfolios and Options on Several Assets with Transaction Costs and Nonlinear Partial Differential Equations Valeri Zakamouline University of Agder, Faculty...
Hedging With a Put Option 来自 ResearchGate 喜欢 0 阅读量: 22 作者:C Anderson,J Smith,D Mccorkle,D O'Brien 摘要: Put options are a pricing tool with considerable flexibility for managing price risk. This publication discusses some put option basics, how put options work and how to use ...
2.MoneyMarketHedges:useborrowingand lendinginthemoneymarkets 3.HedgingwithSwaps:usecombinationof forwardandmoneymarketinstruments4.HedgingwithForeignCurrencyFutures:use futurescontractstooffsetexchangerateexposure5.HedgingwithForeignCurrencyOptions:usecurrencyoptionstohedgethedownsiderisk ForwardMarketHedges:Objective:To...
2.MoneyMarketHedges:useborrowingand lendinginthemoneymarkets 3.HedgingwithSwaps:usecombinationof forwardandmoneymarketinstruments4.HedgingwithForeignCurrencyFutures:use futurescontractstooffsetexchangerateexposure5.HedgingwithForeignCurrencyOptions:usecurrencyoptionstohedgethedownsiderisk ForwardMarketHedges:Objective:To...
Hedging American Put Options with Deep Reinforcement Learning This article leverages deep reinforcement learning (DRL) to hedge American put options, utilizing the deep deterministic policy gradient (DDPG) method. The... R Pickard,F Wredenhagen,J Dejesus,... 被引量: 0发表: 2024年 Pricing and ...