1991 | OriginalPaper | Chapter
Risk Management of Bund Options
Author : Robert G. Tompkins
Published in: Bund Options
Publisher: Palgrave Macmillan UK
Included in: Professional Book Archive
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In this chapter, I will address the risk management of options dealing and using a popular computer risk analysis program, I will show how option market makers evaluate and control the risks of their portfolios.