Trend derivatives: pricing, hedging, and application to executive stock options

Article Abstract:

The pricing and hedging of trend options, which are a class of trend derivatives, and the benefits offered by trend derivatives such as, their application to retirement plans and executive stock options, are analyzed.

Forecasts, trends, outlooks, Switzerland, Capital funds & cash flow, Forecasts and trends, Hedging (Finance), Market trend/market analysis, Employee stock options

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Canonical valuation of options in the presence of stochastic volatility

Article Abstract:

A study on canonical valuation to price derivatives in different scenarios is furnished. Canonical valuation is a method put forth by M. Stutzer for valuing derivative securities under the risk-neutral framework

Australia

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Derivatives pricing model and time-series approaches to hedging: a comparison

Article Abstract:

A comparative analysis of derivative pricing model and time-series methods for hedging is presented.

United States, Comparative analysis, Capital assets pricing model, Capital asset pricing model, Time-series analysis, Time series analysis

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