A hedging investment/ position which completely eliminates the risk of another existing investment/ position. For example, a call option can...

A hedging technique which involves using a series (or rolls) of interest rate futures to hedge an interest rate swap....

A hedging technique which involves using a series (or rolls) of interest rate futures to hedge an interest rate swap....

In a broader context, a single or combined position which is designed to reduce a specific type of risk, usually...

An option strategy where an investor who owns (or takes a long position in) an underlying security buys an out...

Hedging of a spot price (cash position) by using both a futures contract and an option. The size of the...

A hedge fund that doesn't hedge, whether partially or fully. A directional fund maintains some exposure to the market without...

A hedge that is designed to neutralize connection to market forces. It is a combination of market risk offsetting positions...

The option price sensitivity to a change in the price of its underlying. It represents the change in the price...

A hedging technique and a front load hedge which involves stacking or concentrating most of the futures contracts used to...