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Option Hedging Strategies

Robert George Tompkins

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Abstract

In this chapter, I will examine the applications of options for hedging fixed income securities. Across the world, futures and option contracts on Bonds, Gilts, or Bundesanleihen have proven to be among the most successful of all derivative products. In this chapter I will examine one of the first and certainly the most successful of the Government Fixed income derivative markets: the U.S. Treasury Bond futures and options markets traded at the Chicago Board of Trade (CBOT). These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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What this paper is about

In this chapter, I will examine the applications of options for hedging fixed income securities. Across the world, futures and option contracts on Bonds, Gilts, or Bundesanleihen have proven to be among the most successful of all derivative products. In this chapter I will examine one of the first and certainly the most successful of the Government Fixed income derivative markets: the U.S. Treasury Bond futures and options markets traded at the Chicago Board of Trade (CBOT). These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Available abstract

In this chapter, I will examine the applications of options for hedging fixed income securities. Across the world, futures and option contracts on Bonds, Gilts, or Bundesanleihen have proven to be among the most successful of all derivative products. In this chapter I will examine one of the first and certainly the most successful of the Government Fixed income derivative markets: the U.S. Treasury Bond futures and options markets traded at the Chicago Board of Trade (CBOT). These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Key concepts: Fixed income, Futures contract, Treasury, Derivative (finance), Bond, Derivatives market, Financial economics, Economics

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