options on the S&P 500 futures expire (pinning) and are pushed away from the cost-of-carry adjusted at-the-money strike price … right before the expiration of options on the S&P 500 index (anti-cross-pinning). These effects are driven by the interplay … (and early exercise) of in-the-money options by individual investors. The associated shift in notional futures value is at …

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 …

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 …

Partial differential equation, parabolic Black-Scholes type, is used in evaluating equity options, that paying constant … and continue dividends or in evaluate options in which interest rate, volatility and dividend are dependent on time. …

, domestic institutional investors prefer futures, domestic individual investors prefer options, and foreign investors prefer …This paper examines the dynamics of returns and order imbalances across the KOSPI 200 cash, futures and option markets …

Options on crude oil futures are the most actively traded commodity options. We develop a class of computationally … efficient discrete-time jump models that allow for closed-form option valuation, and we use crude oil futures and options data … crucial for modeling crude oil futures and futures options, and we find evidence in favor of time-varying jump intensities …

This paper uses a dynamic optimization model to quantify the potential welfare gains of hedging against commodity price … risk for commodity-exporting countries. We show that hedging enhances domestic welfare through two channels: first, by …

commodity-exporting countries. We show that the introduction of hedging instruments such as futures and options enhances …This paper uses a dynamic optimization model to estimate the welfare gains of hedging against commodity price risk for …

which the risk management and hedging needs of investors may be effectively met through the derivative instruments. However …. And yet, more and more companies are using(or being forced to use) futures and derivatives to stay competitive in a fast …