A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets
Year of publication: |
2015
|
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Authors: | Alghalith, Moawia ; Floros, Christos ; Lalloo, Ricardo |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 2, p. 190-196
|
Subject: | Futures | Basis risk | Dynamic hedging | FTSE-100 | S&P 500 | Hedging | Derivat | Derivative | Schätzung | Estimation | Rohstoffderivat | Commodity derivative |
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