Abstract
In this chapter, we will examine the applications of options on Bund futures for hedging Bundesanleihen and positions in Bund futures.
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Notes
See Loosigian, Allan M.,‘Interest Rate Futures and Option Strategies in Fixed-Income Portfolio Management’ in The Financial Analyst’s Handbook, ed Sumner N. Levine, 2nd Edition. Homewood, Illinois. Dow Jones-Irwin. 1988. pp. 1450–1451
A short and sweet paper the reader may wish to refer to is John W. Labuszewski, ‘Using dynamic covered calls to enhance yields’. Futures, August 1989, Vol. XVIII, No. 8, pp. 42–45.
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© 1991 Palgrave Macmillan, a division of Macmillan Publishers Limited
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Tompkins, R.G. (1991). Option Hedging Strategies. In: Bund Options. Finance and Capital Markets. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-12800-6_7
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DOI: https://doi.org/10.1007/978-1-349-12800-6_7
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-0-333-56910-8
Online ISBN: 978-1-349-12800-6
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