TY  - JOUR
TI  - <p class="text">Option Pricing and Delta-hending with Reference to Futures on Russian Market</p>
T2  - HSE Economic Journal 
IS  - HSE Economic Journal 
KW  - hedging
KW  - using the mathematical method
KW  - financial market
KW  - option pricing model
KW  - the theory of options
KW  - evaluation of the option
AB  - In all countries where there are strong and stable financial markets, futures trading plays a very important role. Portfolios of market participants, which can be made up of only one stock assets, in many respects lose portfolios made up of stock assets and futures contracts.&nbsp;This paper shows the possibility of applying Delta hedging in the Russian derivatives market. Delta hedging is one of the most common methods of protecting a portfolio from market risks and making a profit. There are also some results of mathematical research that can be useful in hedging and evaluating futures contracts.
AU  - A. Korkunov
UR  - https://ej.hse.ru/en/1999-3-2/26548843.html
PY  - 1999
SP  - 173-185
VL  - 3