Fundamentals of trading energy futures and options pdf 5396


JavaScript is disabled on your browser. Please enable JavaScript to use all the features on this page. This page uses JavaScript to progressively load the article content tradng a user scrolls. Click the View full text link to bypass dynamically loaded article content. View full text. The objective of this thesis is to study the pricing of copper options by comparing the premiums of traded options and fundamdntals hedging cost. Furthermore, this thesis analyzes the profits of using options in the copper price risk management of an industrial company that uses copper as a raw material.

Delta hedging of options and option returns have been widely studied in equity markets but relatively few studies have been conducted in the commodity markets. This paper thus extends on the literature concerning commodity options. Excellent interface. Great support - shoutout to Alex:) Only problem is that the risk exposure (i.e. maximum purchaseable option) is not forthcoming.




Fundamentals of trading energy futures and options pdf 5396

Fundamentals of trading energy futures and options pdf 5396