International Journal For Multidisciplinary Research

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A Study on Futures and Options in Derivative

Author(s) Dr. P. Subrahmanyam, Ms. T. Anusha
Country India
Abstract Examining the processes that influence risk and return profiles for market players, this research probes the complicated world of futures and options markets. This study takes a holistic view of the topic, delving into market behavior studies, quantitative models, and historical data to provide a detailed picture of how financial market options and futures work. Part one of the research delves into the theory of futures and options, explaining how these derivative products work. It delves into the ways these monetary instruments help hedgers manage risk, investors make speculative bets, and arbitrageurs use them strategically. Futures and options are both distinguished from one another in the research, with the study elaborating on the specific features and consequences of each. In the future, the study will examine the volatility patterns and risk-adjusted returns of several asset classes' futures and options markets. The research intends to find patterns and outliers that have affected the risk-reward environment for market players by looking at case studies and past market occurrences. Option pricing models and their use in analyzing market expectations and implied volatility are further explored in the paper. The study investigates the effect of market mood on option pricing and uses empirical analysis to assess how well option pricing models capture market dynamics.
Keywords Intrinsic Value, Hedging
Field Business Administration
Published In Volume 6, Issue 1, January-February 2024
Published On 2024-02-28
Cite This A Study on Futures and Options in Derivative - Dr. P. Subrahmanyam, Ms. T. Anusha - IJFMR Volume 6, Issue 1, January-February 2024. DOI 10.36948/ijfmr.2024.v06i01.13975
DOI https://doi.org/10.36948/ijfmr.2024.v06i01.13975
Short DOI https://doi.org/gtkthr
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