-issued options. These markets exist side-by- side, offering many options with identical or similar characteristics. We motivate the …

In this paper, we compare option contracts from a traditional derivatives exchange to bank-issued options, also … counterparty for bank-issued options, they frequently exist side-by-side, and the empirical evidence shows that there is …-issued options have smaller quoted percentage bid-ask spreads than traditional option contracts by an average of 4.3%. The bid …

executives have greater risk bearing preferences when they have more share options than shares in their firm. In turn, executives … risk and firm performance is weaker when executives hold a higher proportion of share options than shares in their … their firms' risk via share options are more likely to undertake risky activities with high-expected performance outcome. …

with options valuation and dynamic programming to optimize volume and timing decisions of an individual operator without …

The measurement of risks associated with options is a complex business for a number of reasons. Firstly, option prices …. The nature of the risks involved in options are clarified in order to help assess whether the various capital adequacy …

there is Zero risk on the downside. One such strategy in options segment of derivatives is Ratio spread with Calls. This …