Abstract: Chapter 14 Hedging with Options John W. Labuszewski, Search for more papers by this authorJohn E. Nyhoff, Search for more papers by this author John W. Labuszewski, Search for more papers by this authorJohn E. Nyhoff, Search for more papers by this author John W. Labuszewski, Search for more papers by this authorJohn E. Nyhoff, Search for more papers by this authorRichard Co, Search for more papers by this authorPaul E. Peterson, Search for more papers by this author Book Author(s):John W. Labuszewski, Search for more papers by this authorJohn E. Nyhoff, Search for more papers by this authorRichard Co, Search for more papers by this authorPaul E. Peterson, Search for more papers by this author First published: 29 November 2011 https://doi.org/10.1002/9781118266564.ch14 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinked InRedditWechat Summary This chapter contains sections titled: Baseline Futures Hedge Buying Protection with Puts Yield Enhancement with Calls In- and Out-of-the-Money Options Matching Strategy with Forecast Collar Strategy Delta-Neutral Hedge Conclusion The CME Group Risk Management Handbook: Products and Applications RelatedInformation
Publication Year: 2010
Publication Date: 2010-06-21
Language: en
Type: other
Indexed In: ['crossref']
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Cited By Count: 1
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