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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

Option Price Implied Volatility Future Price Future Contract Market Maker 
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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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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