An empirical comparison of hedging strategies with financial futures and options on futures

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An empirical comparison of hedging strategies with financial futures and options on futures

Hedgingfixed rate mortgage (FRM) portfolios with financial futures and options is suggested to substitutes for the adjustable rate mortgage as the hedging instrument. This study examines the comparative benefits of hedging the FRM through selling futures, buying puts, and the combined buy-putlsell-c...

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Bibliographic Details
Main Author:	Ramin Cooper Maysami
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 1995
Online Access:	http://journalarticle.ukm.my/7966/ http://journalarticle.ukm.my/7966/1/801-1530-1-SM.pdf

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