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Case study of event risk management with options strangles and straddles

Kownatzki, Clemens; Putnam, Bluford H.; Yu, Arthur Zeyang - In: Review of financial economics : RFE 40 (2022) 2, pp. 150-167

Persistent link: https://www.econbiz.de/10013185897

Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges

Emm, Ekaterina E.; Gay, Gerald; Ma, Han; Ren, Honglin - In: The journal of futures markets 42 (2022) 5, pp. 823-851

Persistent link: https://www.econbiz.de/10013187605

Introduction: volatility in finance, art, and culture

Lee, Benjamin; Rosamond, Emily - In: Finance and society 9 (2023) 3, pp. 1-17

imagining volatile futures through art practice. …

Persistent link: https://www.econbiz.de/10014371936

Affine-structure models and the pricing of energy commodity derivatives

Kyriakou, Ioannis; Nomikos, Nikos K.; Papapostolou, Nikos C. - In: European financial management : the journal of the … 22 (2016) 5, pp. 853-881

Persistent link: https://www.econbiz.de/10011713164

Dynamic delta option strategies in Nordic electricity markets

Klemola, Antti - In: The journal of energy markets 11 (2018) 4, pp. 27-50

Persistent link: https://www.econbiz.de/10012001973

Analysis of price risk management strategies in dairy farming using whole-farm simulations

Neyhard, James; Tauer, Loren W.; Gloy, Brent - In: Journal of agricultural and applied economics 45 (2013) 2, pp. 313-327

Persistent link: https://www.econbiz.de/10009757070

Impacts of derivative markets on spot market volatility and their persistence

Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258

Persistent link: https://www.econbiz.de/10010516655

Automated option trading : create, optimize, and test automated trading systems

Izraylevich, Sergey; Tsudikman, Vadim - 2012

Persistent link: https://www.econbiz.de/10009554537

Neural optimal stopping boundary

Reppen, Andres Max; Soner, Halil Mete; Tissot-Daguette, … - In: Mathematical finance : an international journal of … 35 (2025) 2, pp. 441-469

Persistent link: https://www.econbiz.de/10015359121

FX Hedging Using Forwards and ‘Premium-Free’ Options

Caruana, John Mark - In: Contemporary issues in bank financial management, (pp. 37-71). 2016

Purpose This chapter aims to find an optimal way to hedge foreign exchange exposures on three main currency pairs being the EURUSD, EURGBP and EURJPY. Furthermore, it analyses the risk level of each portfolio together with its kurtosis level. This chapter also looks into the relationship between...

Persistent link: https://www.econbiz.de/10015365126