Hedging being a predominant financial concern, is considered as a robust method of managing investment risks …. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging. However, studies have not … compared the hedging effectiveness of covered call, covered put, collar, and synthetic long call strategies in the equity …

Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant … and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time. …

Options on crude oil futures are the most actively traded commodity options. We develop a class of computationally … efficient discrete-time jump models that allow for closed-form option valuation, and we use crude oil futures and options data … crucial for modeling crude oil futures and futures options, and we find evidence in favor of time-varying jump intensities …

which the risk management and hedging needs of investors may be effectively met through the derivative instruments. However …. And yet, more and more companies are using(or being forced to use) futures and derivatives to stay competitive in a fast …

hedging long-dated futures and options with their short-dated counterparts, we find that the long-term tracking errors are, on … with the ability to hedge long-dated linear and non-linear oil liabilities with short-dated futures and options. This paper …Since the collapse of the Metallgesellschaft AG due to hedging losses in 1993, energy practitioners have been concerned …

corporate bond returns to the entire yield curve, thereby providing a solution to the puzzle. In addition, hedging effectiveness … improvement in hedging effectiveness …

-factor model, we demonstrate how to calculate the optimal hedging ratio for VIX future to hedge VIX option. We derived the … for VIX options. …

The financial crisis has raised concerns throughout the industry on the possibility that hedging credit valuation … products break down. So, we provide an estimation of the basis risk that arises when hedging credit portfolios with different …