Sentence examples for prices and hedging from inspiring English sources

A time-of-use rate option design allowing an LDC's customers to allocate their consumption to be billed at the fixed and daily-varying TOU rates offers a win win mechanism for electricity procurement in the face of uncertain spot prices and hedging options.

Examples from applications include the Black-Scholes option pricing and hedging theory, bond pricing and stochastic volatility models.

At Goldman Sachs he showed a nerdish curiosity about pricing and hedging.

We develop a new methodology for equity exotic option pricing and hedging within the marketbased approach framework.

Topics include portfolio optimization (mean-variance approach and expected utility), interest rate risk, pricing and hedging in complete and incomplete markets, indifference pricing, risk measures, systemic risk.

We have employed data on Apple stock prices and the corresponding option contracts to test this model to evaluate its ability to perform pricing and hedging.

Although stochastic volatility models and local volatility model are very popular among the market practitioner for exotic option pricing and hedging, they have several critical defects both in theory and practice.

Cherny (2007) uses dynamic coherent risk measure for pricing and hedging European options; see also (Cherny and Madan 2006).

Hutchinson et al. (1994) showed that the learning networks could be used efficiently for pricing and hedging in securities markets.

We would like to mention that this is closely related to the idea of pricing and hedging to acceptability that has been put forward in the realm of conic finance, see Madan and Cherny (2010) and Remark 10.

The economic analysis and asset pricing component provides an introduction to the function of markets generally as well as the economic and financial theory that underlies derivatives pricing and hedging.