: 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. …

futures options market. Trading activity is found to mirror previous findings in futures markets, specifically high frequency … trading, with low risk exposure. The portfolio of risk holdings by member proprietary traders are also examined to identify … inventory holding, rebalancing, and volatility risk exposures. Findings of longer-term risk management practices by option …

option derivatives as useful risk management tool in commodity markets, while attuned to Islamic Shariah principles. The … author illustrated a model of commodity stock market to show how options can play a role similar to that of insurance of …

implied volatility in the live and feeder cattle options markets. Implied volatility is an upwardly biased and inefficient … consistent with volatility risk, the effect of which is magnified by extreme market conditions. …

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 …

This paper generalizes the theory of irreversible investment under uncertainty by allowing for risk averse investors in … the absence of com-plete markets.Until now this theory has only been developed in the cases of risk neutrality, or risk … price that distinguishes price regions in which it is optimal for a risk averse investor to invest and price regions in …

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 …

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

creates welfare, or destroies it, because provides a way to transfer the risk. The derivated help the financial markets to … become more eficient and also offers better opportunities for the risk management. There is the posibility that the failure … of some big transactions with derivates to lead at the appearance of a systemic risk that could spread inside the …

which the risk management and hedging needs of investors may be effectively met through the derivative instruments. However …