دور العقود المستقبلية في التحوط من المخاطر: حالة مجموعة سوسيتيه جنيرال للفترة 2006-2020

Abstract EN

This study aims to shed light on future contracts that are a type of financial derivatives traded on the stock exchange, their types and importance, as well as their role to hedge against risks, that is, how to get rid of the effects of fluctuations in the prices of the covered asset.

the case study of Societe Generale group for the period 2006 to 2020 was also presented.

a number of results have been reached, the most important of which is the hedging position that reduces the main risks of the price of the underlying asset to the price risks of the basis.