133 reputation
3
bio website
location
age
visits member for 3 years, 3 months
seen Sep 24 at 1:04

Jun
28
awarded  Supporter
Aug
29
comment Can one use options on Treasury futures to hedge a portfolio?
This is very helpful, thank you.
Aug
29
comment Can one use options on Treasury futures to hedge a portfolio?
To use the naive estimate, must you also multiply by the ratio of the futures price to the option price?
Aug
29
awarded  Scholar
Aug
29
accepted Can one use options on Treasury futures to hedge a portfolio?
Aug
26
awarded  Student
Aug
26
asked Can one use options on Treasury futures to hedge a portfolio?