14. Hedging with Options

  1. John W. Labuszewski,
  2. John E. Nyhoff,
  3. Richard Co and
  4. Paul E. Peterson
  1. John W. Labuszewski and
  2. John E. Nyhoff

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266564.ch14

The CME Group Risk Management Handbook: Products and Applications

The CME Group Risk Management Handbook: Products and Applications

How to Cite

Labuszewski, J. W., Nyhoff, J. E., Co, R. and Peterson, P. E. (2010) Hedging with Options, in The CME Group Risk Management Handbook: Products and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266564.ch14

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 21 JUN 2010

ISBN Information

Print ISBN: 9780470137710

Online ISBN: 9781118266564

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Keywords:

  • currency markets;
  • hedging strategy;
  • adverse market;
  • commodity market;
  • exchange rate movements

Summary

This chapter contains sections titled:

  • Baseline Futures Hedge

  • Buying Protection with Puts

  • Yield Enhancement with Calls

  • In- and Out-of-the-Money Options

  • Matching Strategy with Forecast

  • Collar Strategy

  • Delta-Neutral Hedge

  • Conclusion