Risk Management of Options

  • Robert Tompkins
Part of the Finance and Capital Markets Series book series (FCMS)

Abstract

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

Keywords

Assure Eter Volatility Hedging 

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Copyright information

© Palgrave Macmillan, a division of Macmillan Publishers Limited 1991

Authors and Affiliations

  • Robert Tompkins

There are no affiliations available

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