Hedging being a predominant financial concern, is considered as a robust method of managing investment risks …. Literature evinces that the covered call strategy provides nominal returns alongside effective hedging. However, studies have not … compared the hedging effectiveness of covered call, covered put, collar, and synthetic long call strategies in the equity …

hedging long-dated futures and options with their short-dated counterparts, we find that the long-term tracking errors are, on … with the ability to hedge long-dated linear and non-linear oil liabilities with short-dated futures and options. This paper …Since the collapse of the Metallgesellschaft AG due to hedging losses in 1993, energy practitioners have been concerned …

Investment behaviour, techniques and choices have evolved in the options markets since the launch of options trading in … testing the effectiveness of the most popular options pricing models , which are the Monte Carlo simulation method, the … effect of each model on the prediction of the current options prices, using the regression analysis, and the Nifty50 option …

formula holds for subordinated Brownian motion and, this representation is useful in developing simple and tractable hedging …

the share price of Mexican non-financial corporations, whether such contracts are used for hedging financial risks or for …

Informed traders may prefer the options market to the stock market for reasons including the leverage effect …' behavior in the options market. In this study, we examine whether the trading volume ratios of single stock options have the … of options written on those stocks, we investigate the relation between the option ratios, which are the call option …