quanto aos métodos para realização de estratégias de hedge. Em vista disso, esse artigo teve a finalidade de analisar a … efetividade, em redução de riscos, de diferentes estratégias de hedge para o café arábica no Brasil. Foram Testadas quatro …’s case. Moreover, the literature has advanced in the methods for implementation of hedge strategies. This paper had the …

mercado futuro de boi gordo. The present has as purpose analyzing, through simulations, the hedge operations withcattle …

estimation of hedging effectiveness between every Brazilian production state and theCBOT futures contracts. The results showed … stronger procurement for Brazilian soybeans. The results also show that hedging effectiveness is larger near export harbors …

O presente trabalho busca calcular a base e o risco de base, razão ótima e eficiência do hedge da soja brasileira … adotado no cálculo da base é está em acordo com Hull (2005); o risco de base e a efetividade de hedge são propostos por … mercado futuro SA-CBOT é eficiente. A razão de hedge mostrou-se elevada, variando entre 87,20% - 64,77% (para BMF). A razão de …

strategy. Finally, we investigate hedging strategies before delivery. In particular, we look at a hedge for the spot price risk … investigate the theory of upper bounds for a proper validation of our power plant results. In particular we provide an extension … therefore very well suited for real world applications. In case of an American option we are able to show EaR-efficiency of our …

banking groups is examined and effectiveness of the usage of CDS contracts as a tool to hedge exposure to the price movements …

purpose of life insurance and annuities is to hedge against the risk that one will die early or late. The present value of the … people to buy more. Insurance is a hedge, not a bet. And it makes no sense to hedge more risk than you have. …

resultierende Faktor-Hedging von Barrier Optionen gerichtet. … volatility dynamics and resulting factor hedging of barrier options. …