Tag Archives: Hedging

Hedging Against Foreign Currency Volatility Using Options

January 24, 2011 – 12:00 pm

The lack of regulation combined with the enormous amount of liquidity that passes through the FX Market each day, the market tends to move in very volatile swings. Therefore, companies and wealthy investors who are exposed to shifts in currency values have, for decades, engaged in currency options in an attempt to hedge against unfavorable [...]

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Options Under Transaction Costs: Algorithms for Pricing and Hedging ofEuropean and American Options Under ProportionalTransaction Costs and Different Borrowing and Lending Rates (Paperback)

June 18, 2010 – 3:18 pm

This book is aimed at researchers and PhD students in mathematical finance. It studies the pricing and hedging of options in financial markets withproportional transaction costs on trading in shares,modeled as bid-ask spreads, and different interestrates for borrowing and lending of cash. This is done by means of fair pricing and super-hedging. The fair price [...]

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Currency Derivatives: Pricing Theory, Exotic Options, and Hedging Applications (Wiley Series in Financial Engineering) (Hardcover)

June 12, 2010 – 6:27 pm

A groundbreaking collection on currency derivatives, including pricing theory and hedging applications. “David DeRosa has assembled an outstanding collection of works on foreign exchange derivatives. It surely will become required reading for both students and option traders.”—Mark B. Garman President, Financial Engineering Associates, Inc. Emeritus Professor, University of California, Berkeley. “A comprehensive selection of the [...]

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Dynamic Hedging: Managing Vanilla and Exotic Options

May 31, 2010 – 2:12 pm

Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to [...]

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