A new look at hedging with derivatives: will firms reduce market risk exposure?
Article Abstract:
Derivatives use of foreign exchange, interest rates and commodities risk by non-financial firms from 1995 to 2001 was studied. Results indicate no significant reduction in risk exposure as a result of derivatives use, except for interest rates.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2007
Science & research, Research, Influence, Derivatives (Financial instruments), Hedging (Finance), Report, Market risk
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2007
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Pricing Eurodollar futures options using the BDT term structure model: the effect of yield curve smoothing
Article Abstract:
The effectiveness of the Black, Derman, Toy term structure model to price Eurodollar futures options is analyzed.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2000
Europe, Econometrics & Model Building, Statistical Data Included, Models, Prices and rates, Econometrics, Currency options, Eurocurrency market, Business models
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2000
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Subjects list: United States
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