Risk Management of Bund Options
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.
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- 39.Bachelier, Louis, ‘Theorie de la Speculation,’ Annales de l’École Normale Superieure, 17 (1900), pp. 21–86.Google Scholar
- 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
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