How to price commodity options?
The underlying in the case of commodity options is the relevant futures market
The options market brings together various participants with different goals and expectations. While some participate with a view on possible price movements in the futures, others intend to use it to protect their positions in other markets against unfavourable price movements or act as arbitrageurs who profit from price discrepancies in related markets.The questions common to all are, what is t...
Please Wait while comments are loading...
This article is closed for comments.
Please Email the Editor
Comments to:
Copyright ©2018, The Hindu Business Line