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Finance and Credit
 

Trading volatility in options market as method of hedging risks in economic security of institutional investors

Vol. 19, Iss. 28, JULY 2013

Available online: 29 July 2013

Subject Heading: Investment activity

JEL Classification: 

Ivanov A.E. PhD in Economics, Associate Professor, the Department of Economy, Management and Investments, the Southern Ural State University
ivanov.chel@list.ru

Kurzanov A.V. Applicant, the Department of Economy, Management and Investments, the Southern Ural State University
kurzanovart@gmail.com

In the article the concept "economic safety of institutional investors" is formulated and need of risk management of investment for increase of its level is proved. As the instrument of risk management their hedging by means of realization in the market of options of the so-called not directed strategy (different from the traditional "directed" strategy by lack of a binding to the price of a basic asset) is considered: purchases and volatility sales.

Keywords: economic safety, institutional investors, hedging, options, volatility

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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