There are different types of futures option. These are – Options on index future, Options on currency future; Future options in the share market; and Options on interest rate futures. Traders or investors in such instruments basically speculate on the futures contracts price and not the asset, ...
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The futures option contract on the Australian All Ordinaries Share Price Index is a relatively new hybrid security that ought to enhance the richness and potential efficiency of security markets. This paper considers the problems of valuing it using the theoretical price of a futures-style option. ...
参见:option, options on physicals. 相似短语 options on futures 期货选择权选择权标的物为期货,可能是各种商品或金融期货。参见:option, options on physicals. futures options 期货选择权指针的物为期货的选择权。在选择权契约到期后,若买方要求履约,此时即成期货部位。期货选择权权利金通常较期货保证金为低。
The relation between forward prices and futures prices Journal of Financial Economics (1981) F.A. Longstaff The valuation of options on yields Journal of Financial Economics (1990) J.B. Wiggins Option values under stochastic volatility: Theory and empirical estimates Journal of Financial Economics (...
This chapter focuses on volatility derivatives, like futures and options on a volatility index, and their arbitrage-free valuation. It illustrates the valu... Yves J. Hilpisch - John Wiley & Sons, Ltd 被引量: 0发表: 2016年 Valuing Futures, Forward and Options on the Stock Index Volatility ...
and how to obtain the best risk/reward position for an investment portfolio. The book also offers advice on trading index options, options on futures, and measuring and utilizing market volatility. Examples of numerous options trading strategies and scenarios are included. If an investor only wants...
Anoptionon an S&P 500 futures contract, therefore, can be though of as a second derivative of the S&P 500 index since the futures are themselves derivatives of the index. As such, there are more variables to consider as both the option and the futures contract have expiration dates and thei...
The market for futures has expanded greatly beyond oil and corn. Futures can be purchased on an index like theS&P 500, and on individual stocks in some jurisdictions. (Single-stock futures have not been available in the U.S. since 2020.)4Buyers of a futures contract are not required to ...
Futures is an important instrument for risk exposure through hedging, portfolio diversification, and price discovery. The objective of this study is to assess the impact of introducing index futures and stock futures on the volatility of... Samanta,Pretimaya,Pradeepta,... - 《Icfai Journal of Ap...