Feeder Cattle Options: Where's the Beef?

G Fernandes, LET Brandão… - Latin American Business …, 2017 - Taylor & Francis
Feeder cattle is one of the most important commodities in the livestock industry worldwide.
Nonetheless, beef production is subject to many uncertainties; therefore, the risk …

[PDF][PDF] Feeder Cattle Options: Where is the Beef?

G Fernandesa, L Brandãoa, CB Pintob - realoptions.org
Feeder cattle is one of the most important sectors of the Brazilian livestock industry.
Nonetheless, this sector is subject to many uncertainties, which requires firms to use risk …

[PDF][PDF] Opções sobre contratos futuros de boi gordo na BM&FBovespa: apreçamento com a fórmula de Black

JM Tonin - researchgate.net
No presente estudo, buscou-se avaliar a aplicabilidade da fórmula de Black e as
aproximações para opções americanas desenvolvidas por Barone-Adesi e Whaley e por …