๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk

โœ Scribed by Giancarlo Moschini and Harvey Lapan

Book ID
121434061
Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
484 KB
Volume
36
Category
Article
ISSN
0020-6598

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Delivery risk and the hedging role of op
Delivery risk and the hedging role of options
โœ Donald Lien; Kit Pong Wong ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 157 KB ๐Ÿ‘ 1 views

## Abstract Multiple delivery specifications exist on nearly all commodity futures contracts. Sellers typically are allowed to deliver any of several grades of the underlying commodity and at any of several locations. On the delivery day, the futures price as such needs not converge to the spot pri

Liquidity risk and the hedging role of o
Liquidity risk and the hedging role of options
โœ Kit Pong Wong; Jianguo Xu ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 171 KB ๐Ÿ‘ 2 views

This study examines the impact of liquidity risk on the behavior of the competitive firm under price uncertainty in a dynamic two-period setting. The firm has access to unbiased one-period futures and option contracts in each period for hedging purposes. A liquidity constraint is imposed on the firm

Handbook of Quantitative Finance and Ris
Handbook of Quantitative Finance and Risk Management || Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates
โœ Lee, Cheng-Few; Lee, Alice C.; Lee, John ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Springer US ๐ŸŒ English โš– 547 KB

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globaliz