HEDGING: SUATU MANAJEMEN RESIKO OPSI
Abstract: Options have become
extremely popular, so popular that in many cases more money is invested in them
in the underlying assets. Options are extremely attractive to investors, both
for speculation and for hedging. The investors can make a greater profit
relative to their original payout than you would do by simply purchasing the
shares. A financial institution that sells an option to a client in the
over-the-counter-markets is faced with the problem of managing its risk. Some
strategies for facing this problem are naked position strategy, covered
position strategy, stop loss strategy and delta hedging strategy. It can be seen
from this article that delta hedging strategy is more powerful than other
strategies because this strategy can be done for any condition, in the money or
out of the money.
Penulis: Benny Yong
Kode Jurnal: jpakuntansidd080069
