-neutral valuation, Monte Carlo simulation, model calibration, valuation, and dynamic hedging, with models that exhibit stochastic …Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using … necessary to value stock index options from a sound foundation. You'll find and use self-contained Python scripts and modules …

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 …

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

pricing and hedging formulae for put and call options are derived in terms of the Black–Scholes formula. Due to market … European claim. This allows pricing and hedging under the minimal martingale measure, corresponding to the local risk … an approximate hedging formula, which does not require knowledge of these parameters. The hedging strategies are tested …