Global Macroeconomic Determinants of the Domestic Commodity Derivatives

Başarır, Çağatay; Bayramoğlu, Mehmet Fatih

doi:10.1007/978-3-319-78494-6_16

Cited by 4 publications

(1 citation statement)

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“…Many analysts consider the exponential growth and introduction of financial derivatives to be the most significant change in finance over the past few decades. According to some researchers, a derivative, a revolutionary financial instrument, was developed to protect against past threats [14][15][16]. It is because the history of financial markets is replete with catastrophes.…”

Section: Literature Reviewmentioning

confidence: 99%

A Model for Calculating the Effectiveness of Writing and Hedging SBI Derivatives

Patra¹,

Patra²

2023

Int. Res. J. multidiscip. Technovation

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Options in the stock market are a form of risk management that can help protect investors from various potential liabilities. Increased demand for derivatives is reflected in higher trading volumes every day. Over time, it has been easier for regular investors to get their hands on derivatives. The major Indian exchanges trade a wide range of financial goods, including stock derivatives. This article explains how to trade F&O on the National Stock Exchange (NSE) in India. To write options, the NSE typically employs call-and-put options. It may be able to design ways to achieve this goal by studying the State Bank of India (SBI) options chain for the first quarter of fiscal years 22 and 23. Based on the current stock price, the suggested computational approach writes call (CE) and put (PE) options for the upcoming month's settlement date. CE and PE were written at prices twenty rupees higher and lower than the stock options strike price, respectively. Furthermore, the pricing for both products has been reduced to zero rupees. According to our research, selling options to firms with minimal volatility is a good idea.

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Section: Literature Reviewmentioning

confidence: 99%