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 …

The objective of this paper is to estimate the hedge ratios of foreign-listed single stock futures (SSFs) and to … estimate constant optimal hedge ratios and the dynamic hedging ratios, respectively. Data of the SSFs listed on the London … International Financial Future and Options Exchange (LIFFE) are used in this research. We find that the data series have high …

support annex traded between default-free counterparties is studied. Two pricing approaches -- by hedging and by expectation …

We revisit the problem of pricing and hedging plain vanilla single-currency interest rate derivatives using multiple …

This paper studies how options trading, by circumventing constraints on borrowing, permits optimistic investors to hold …. We show that aggregate demand for the stock is what prevails when options do not exist and no constraints hold …