✦ LIBER ✦

DOES BOARD INDEPENDENCE MATTER FOR CORPORATE INSURANCE HEDGING?

✍ Scribed by Hong Zou; Mike Adams; Jason Zezhong Xiao

Book ID: 117954681
Publisher: John Wiley and Sons
Year: 2012
Tongue: English
Weight: 510 KB
Volume: 35
Category: Article
ISSN: 0270-2592
DOI: 10.1111/j.1475-6803.2012.01324.x

No coin nor oath required. For personal study only.

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## Abstract This study implements a variety of different calibration methods applied to the Heston model and examines their effect on the performance of standard and minimum‐variance hedging of vanilla options on the FTSE 100 index. Simple adjustments to the Black–Scholes–Merton model are used as a