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Showing 1 to 1 of 1 for “"Options, Hedging, Financial Engineering, Agricultural Economics"”.
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Option hedging error in commodity markets
Hedging options are a common practice to reduce or specify the risk of an option position. In most institutions, it takes place daily. The hedge coefficients used are often determined by the Black Scholes option pricing model and are commonly referred to as the “greeks”. Although the flaws of the …