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Hedging Futures Options with Stochastic Interest Rates [PDF]
This paper presents a simulation study of hedging long-dated futures options, in the Rabinovitch (1989) model which assumes correlated dynamics between spot asset prices and interest rates. Under this model and when the maturity of the hedging instruments match the maturity of the option, forward contracts and futures contracts can hedge both the ...
Benjamin Cheng +2 more
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Price discovery and volatility spillovers in the interest rate derivatives market
The interest rate derivatives market is an important force in promoting the development of the bond market and is an effective tool to manage interest rate risk.
Congxiao Chen +5 more
doaj +1 more source
Communication and Language Profiles of Children Treated for Posterior Fossa Brain Tumors
ABSTRACT Background Cognitive and language deficits are frequently reported sequelae of posterior fossa brain tumors (PFBT). Typically, delayed onset impedes prompt assessment and early intervention. This has devastating implications for quality of life.
Zara Sved +4 more
wiley +1 more source
ABSTRACT Background The HIT network was established in 2000 to create a population‐based structure aiming to improve survival rates and reduce late effects for children with central nervous system (CNS) tumors by conducting comprehensive clinical trials.
Stefan Rutkowski +59 more
wiley +1 more source
ABSTRACT Introduction Characterizing stressful events reported by childhood cancer survivors experienced throughout the lifespan may help improve trauma‐informed care relevant to the survivor experience. Methods Participants included 2552 survivors (54% female; 34 years of age) and 469 community controls (62% female; 33 years of age) from the St.
Megan E. Ware +13 more
wiley +1 more source
Abstract Background Sickle cell disease (SCD) is an autosomal recessive hemoglobinopathy affecting millions of individuals worldwide. The clinical expression and psychosocial burden of SCD vary widely across geographical, cultural, and healthcare system contexts, underscoring the need for setting‐specific approaches to assessment.
Desiré Fantasia +7 more
wiley +1 more source
FUTURES OPTIONS: UNIVERSE OF POTENTIAL PROFIT [PDF]
A approaching options on futures contracts in the present paper is argued, on one hand, by the great number of their directions for use (in financial speculation, in managing and risk control, etc.) and, on the other hand, by the fact that in Romania ...
Teselios Delia
doaj
ABSTRACT Neuroblastoma is the most common extracranial solid tumor in early childhood. Its clinical behavior is highly variable, ranging from spontaneous regression to fatal outcome despite intensive treatment. The International Society of Pediatric Oncology Europe Neuroblastoma Group (SIOPEN) Radiology and Nuclear Medicine Specialty Committees ...
Annemieke Littooij +11 more
wiley +1 more source
In the context of the “Asian economic miracle”, changes in commodity prices between 2004 and 2014 may have been dominated by the effects of the entry of portfolio investors as major participants in commodity index positions and new financial products ...
Esteban Otto Thomasz +2 more
doaj +1 more source
Interest Rate Futures and Valuation
An interest rate future is a futures contract between the buyer and seller to deliver an interest bearing asset, that allows the buyer and seller to lock in the price of the interest bearing asset for a future date. The most popular interest rate future is Eurodollar future.
openaire +1 more source

