Author Archives: Akshit GUPTA

Hedging strategies – Equities

Hedging Strategies – Equities This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the different hedging strategies based on option contracts. Introduction Hedging is a risk mitigation strategy used by investors reduce the risk in … Continue reading

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Types of exercise for option contracts

Types of exercise for option contracts This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the different types of exercise for option contracts. Introduction Exercising a call option contract means the purchase of the underlying … Continue reading

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The Black Scholes Merton Model

The Black-Scholes-Merton model This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the Black-Scholes-Merton Model . Introduction Options are one of the most popular derivative contracts used by investors to hedge the risks of their … Continue reading

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Call – Put Parity

Call-Put Parity This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the subject of call-put parity. Introduction The call-put parity (also written the put-call parity) is a concept introduced in the 1960s by the economist … Continue reading

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Option Greeks – Theta

Option Greeks – Theta This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of theta, the option Greek used in option pricing and hedging. Introduction Theta is a type of option Greek … Continue reading

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Option Greeks – Vega

Option Greeks – Vega This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of vega, the option Greek used in option pricing and hedging. Introduction Vega is a type of option Greek … Continue reading

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Option greeks – Gamma

Option Greeks – Gamma This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of gamma, the option Greek used in option hedging. Introduction Gamma is a type of option Greek which is … Continue reading

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Option Greeks – Delta

Option Greeks – Delta This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of delta, the option Greek used in option pricing and hedging. Introduction Option Greeks are sophisticated financial metric used … Continue reading

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Options

Options This article written by Akshit Gupta (ESSEC Business School, Master in Management, 2019-2022) presents an introduction to Options. Introduction Options is a type of derivative which gives the buyer of the option contract the right, but not the obligation, … Continue reading

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Forward Contracts

Forward Contracts This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) introduces Forward contracts. Introduction Forward contracts form an essential part of the derivatives world and can be a useful tool in hedging against price fluctuations. … Continue reading

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