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1991 | OriginalPaper | Chapter

Risk Management of Bund Options

Author : Robert G. Tompkins

Published in: Bund Options

Publisher: Palgrave Macmillan UK

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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.

Metadata
Title
Risk Management of Bund Options
Author
Robert G. Tompkins
Copyright Year
1991
Publisher
Palgrave Macmillan UK
DOI
https://doi.org/10.1007/978-1-349-12800-6_9