Combinations of futures and options contracts on milk and feed were simulated to determine their influence on a …

portfolios with options: application to Nikkei futures and listed options. … cor-relations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang … transform, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model …

of output prices and the inclusion of both futures and/or call options in the portfolio. This study makes several … the optimal portfolio of futures and options and illustrate how this varies with several critical variables. …In this study, the strategic impacts of input-output price relationships on end-users' demands for futures and …

Nikkei futures and listed options. … correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform …, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence …

Nikkei futures and listed options. … correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform …, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence …

Nikkei futures and listed options. … correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform …, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence …

: application to Nikkei futures and listed options. … correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform …, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence …

Risikomanagement die Aufgabe, die Effekte von Wechselkursaenderungen zu identifizieren und zu quantifizieren. Als kurzer …

to achieve a visualization of hidden risks in complex structured products, to perform real-time graphical dynamic hedging …

options on S&P 500 futures expire than on other days. The effect is driven by the interplay of market makers' rebalancing of …We document that S&P 500 futures finish in the proximity of the closest strike price more often on days when serial …-the-money options by individual investors. Consistent with limits to arbitrage, we find that the effect is asymmetric and stronger above …