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.
KeywordsImplied Volatility Future Price Future Contract Market Maker Strike Price
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- 39.Bachelier, Louis, ‘Theorie de la Speculation,’ Annales de l’École Normale Superieure, 17 (1900), pp. 21–86.Google Scholar
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