effect of foreign exchange risk. In each case, different hedging instruments were considered for use in various hedging … VaR estimates are used to quantify the price risk associated with different hedging strategies. While risk reduction is … the primary reason for hedging, it is not the only aspect that management must consider. Numerous other aspects enter into …

cash price distributions on the optimal use of futures and options. The results show that truncation in the cash price … distribution facing an individual producer provides incentives to trade options as well as futures. We derive optimal futures and … options trading rules under options as well as futures. We derive optimal futures and options trading rules under a range of …

better means than options for currency risk insurance purposes. Moreover, it is demonstrated that hedging with the shortest …Mutual funds currency risk management is analyzed in this bachelor paper. It aims to analyze hedging by currency … forward and options under different hedge ratios and various durations of the contracts. Afterwards the outcome is compared to …

in hedging, including forward contracts, futures, swaps and options. It also introduces the hedging strategies used on …. In the past, many hedging instruments have been invented and widely used. By using these derivatives, decision makers … reduce the price risk to a certain degree. To apply these hedging instruments to the perfect hedging strategies correctly, it …

This paper investigates the dynamics of sequential decision-making in agricultural futures and options markets …

The major finding is that liquidity costs in futures options market are two to three times higher thanliquidity costs … in the futures market. Liquidity cost is one potential factor to consider when choosingbetween hedging with a futures …, there is little comparable research about options markets.This study, for the first time, attempts to determine and compare …

implied volatility models for South African single stock future options and warrants. Furthermore, the pricing premiums … methodology is superior. Inter-bank implied volatility for single stock futures options is compared to implied volatility for … the market makers, amongst themselves, are willing to pay for the same underlying shares with single stock futures options. …