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1991 | OriginalPaper | Chapter

Option Hedging Strategies

Author : Robert G. Tompkins

Published in: Bund Options

Publisher: Palgrave Macmillan UK

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In this chapter, we will examine the applications of options on Bund futures for hedging Bundesanleihen and positions in Bund futures.

Metadata
Title
Option Hedging Strategies
Author
Robert G. Tompkins
Copyright Year
1991
Publisher
Palgrave Macmillan UK
DOI
https://doi.org/10.1007/978-1-349-12800-6_7