in hedging, including forward contracts, futures, swaps and options. It also introduces the hedging strategies used on …. In the past, many hedging instruments have been invented and widely used. By using these derivatives, decision makers … reduce the price risk to a certain degree. To apply these hedging instruments to the perfect hedging strategies correctly, it …

firstly on the identification of derivative instruments in the market and their applicability to mitigate financial risks co …, evident that although the derivative instruments are available, not all co-operatives make use of these instruments …

cash price distributions on the optimal use of futures and options. The results show that truncation in the cash price … distribution facing an individual producer provides incentives to trade options as well as futures. We derive optimal futures and … options trading rules under options as well as futures. We derive optimal futures and options trading rules under a range of …

better means than options for currency risk insurance purposes. Moreover, it is demonstrated that hedging with the shortest …Mutual funds currency risk management is analyzed in this bachelor paper. It aims to analyze hedging by currency … forward and options under different hedge ratios and various durations of the contracts. Afterwards the outcome is compared to …

effect of foreign exchange risk. In each case, different hedging instruments were considered for use in various hedging … VaR estimates are used to quantify the price risk associated with different hedging strategies. While risk reduction is … the primary reason for hedging, it is not the only aspect that management must consider. Numerous other aspects enter into …

Three years after the seminal work of Black and Scholes on the pricing of European options, Scholes presented a paper … can be used as a base for pricing of complex options under taxation. …

synchronous jumps and price options on such a price process using Fourier transforms. We also test the model on S&P futures … hedging options under finitely many regime states and with finitely many possible jump sizes. We find risk-free hedge …In this thesis we discuss option pricing and hedging under regime switching models. To the standard model we add jumps …

approaches. Results indicate that for a simple derivative with a linear payoff function (a futures contract), the statistical …This dissertation investigates various issues of interest regarding the workings and uses of commodity futures markets …. Chapter II evaluates the relative performances of various estimators of bid-ask spreads in futures markets using commonly …

When using derivative instruments such as futures to hedge a portfolio of risky assets, the primary objective is to … robust OHR to construct a dynamic hedging strategy for daily returns on the FTSE100 index using index futures. We estimate … estimate the optimal hedge ratio (OHR). When agents have mean-variance utility and the futures price follows a martingale, the …