The currency derivative market has evolved from its early days when it was confined to transacting in listed futures … into over-the-counter transactions. In this paper, the valuation of currency derivatives is explored. With the currency …

Since their first introduction in 1996, weather derivatives have been a topic of discussion. The ongoing climate change … these risks, including rainfall risk. The purpose of this work is to evaluate the use of rainfall derivatives to create a … Monte Carlo simulations, based on a model capable of simulating daily rain. Then, rainfall derivatives are applied to the …

We examine the efficiency of hedging a credit derivative portfolio with a contrary position in a credit index in the … usually rather unstable due to the volatility of CDS spreads. Since credit derivatives on single names are not very liquid …, the implied adjustments in capital charges could be reduced by the mentioned hedging strategy, and we show that there is …

, the implied adjustments in capital charges could be reduced by hedging a credit derivative portfolio with a contrary … usually rather unstable due to the volatility of CDS spreads. Since credit derivatives on single names are not very liquid …

Options are financial derivatives which are used as risk management tools for hedging the portfolios. The options … trade. Options trading can be taken to the next level with the help of understanding of Greeks and their Hedging techniques …. This knowledge will enhance the existing knowledge in context to the options hedging and will lead to the benefits in …