Hedging Stock Options Using Futures Contracts on the Stock
نویسندگان
چکیده
منابع مشابه
Cross Hedging with Single Stock Futures
This study evaluates the efficiency of cross hedging with single stock futures (SSF) contracts. We propose a new technique for hedging exposure to an individual stock that does not have options or exchange-traded SSF contracts written on it. Our method selects as a hedging instrument a portfolio of SSF contracts which are selected based on how closely matched their underlying firm characteristi...
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ژورنال
عنوان ژورنال: Applied and Computational Mathematics
سال: 2015
ISSN: 2328-5605
DOI: 10.11648/j.acm.20150403.24