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Bund Options pp 206-223 | Cite as

Risk Management of Bund Options

  • Robert G. Tompkins
Part of the Finance and Capital Markets book series

Abstract

In this chapter, I will address the risk management of options dealing and using a popular computer risk analysis program, I will show how option market makers evaluate and control the risks of their portfolios.

Keywords

Implied Volatility Future Price Future Contract Market Maker Strike Price 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Notes

  1. 39.
    Bachelier, Louis, ‘Theorie de la Speculation,’ Annales de l’École Normale Superieure, 17 (1900), pp. 21–86.Google Scholar
  2. 39.
    English translation by A.J. Boness in The Random Character of Stock Market Prices, ed. Paul H. Cootner, pp.17–78. Cambridge, Mass.: MIT Press, 1967. ( Thank goodness for the translation. )Google Scholar
  3. 43.
    See: Larson, A. ‘Measurement of a Random Process in Futures Prices’. Food Research Institute Studies, Vol. I, No. 3 (November 1960), pp. 313–24.Google Scholar

Copyright information

© Palgrave Macmillan, a division of Macmillan Publishers Limited 1991

Authors and Affiliations

  • Robert G. Tompkins

There are no affiliations available

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