: historic standard deviation (total risk), total return, average daily return, and Sharpe and Treynor measures. Two new commands …, fetchyahoooptions, is provided to download and parse equity options data from Yahoo! Finance webpages and, optionally, to calculate the … implied volatilities for the downloaded options. Copyright 2013 by StataCorp LP. …

options (as price insurance), and crop insurance. Stochastic cotton yields and prices are used to simulate a whole … risk management strategies. Analyses for risk-averse decision makers indicate that multiple irrigations are preferred. The … benefits to purchasing put options increase with yields, as they are more beneficial when higher yields are expected from …

performance of implied volatility in the live and feeder cattle options markets. In both markets, implied volatility is an … market overprices volatility. This overpricing is consistent with a short-term risk premium whose effect is magnified by …

It is well known that risk increases the value of options. This paper makes that precise in a new way. The conventional …