Understanding Risk Management and Hedging in Oil Trading, Heilpern
Автор: Alexander, Carol Название: Market risk analysis ISBN: 0470997893 ISBN-13(EAN): 9780470997895 Издательство: Wiley Рейтинг: Цена: 10930.00 р. Наличие на складе: Поставка под заказ.
Описание: Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set.
Автор: Nakajima Название: Energy Trading and Risk Management ISBN: 9811956022 ISBN-13(EAN): 9789811956027 Издательство: Springer Рейтинг: Цена: 13415.00 р. Наличие на складе: Нет в наличии.
Описание: This book introduces empirical methods for analyzing energy markets. Even beginners in econometrics and mathematical finance must be able to learn how to utilize these methodologies and how to interpret the analysis results. This book provides some example analyses of the North American, European, and Asian energy markets. The reader will experience some theories and practices of energy trading and risk management. This book reveals the characteristics of energy markets using quantitative analyses. Examples include unit root, cointegration, long-term equilibrium, stochastic arbitrage simulation, multivariate generalized autoregressive conditional heteroscedasticity (GARCH) models, exponential GARCH (EGARCH) models, optimal hedge ratio, copula, value-at-risk (VaR), expected shortfall, vector autoregressive (VAR) models, vector moving average (VMA) models, connectedness, and frequency decomposition. This book is suitable for people interested in the empirical study of energy markets and energy trade.
Автор: Nakajima Название: Energy Trading and Risk Management ISBN: 9811956057 ISBN-13(EAN): 9789811956058 Издательство: Springer Рейтинг: Цена: 13415.00 р. Наличие на складе: Нет в наличии.
Описание: This book introduces empirical methods for analyzing energy markets. Even beginners in econometrics and mathematical finance must be able to learn how to utilize these methodologies and how to interpret the analysis results. This book provides some example analyses of the North American, European, and Asian energy markets. The reader will experience some theories and practices of energy trading and risk management. This book reveals the characteristics of energy markets using quantitative analyses. Examples include unit root, cointegration, long-term equilibrium, stochastic arbitrage simulation, multivariate generalized autoregressive conditional heteroscedasticity (GARCH) models, exponential GARCH (EGARCH) models, optimal hedge ratio, copula, value-at-risk (VaR), expected shortfall, vector autoregressive (VAR) models, vector moving average (VMA) models, connectedness, and frequency decomposition. This book is suitable for people interested in the empirical study of energy markets and energy trade.
Автор: Mack Iris Marie Название: Energy Trading and Risk Management ISBN: 1118339339 ISBN-13(EAN): 9781118339336 Издательство: Wiley Рейтинг: Цена: 15840.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A comprehensive overview of trading and risk management in the energy markets Energy Trading and Risk Management provides a comprehensive overview of global energy markets from one of the foremost authorities on energy derivatives and quantitative finance.
Автор: Choudhry Moorad Название: Fixed Income Markets ISBN: 1118171721 ISBN-13(EAN): 9781118171721 Издательство: Wiley Рейтинг: Цена: 15840.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Praise for Fixed Income Markets Second Edition One of the most comprehensive and detailed books on fixed income securities you will find. A must?€“read whether youre new to fixed income or youre a seasoned investment professional. Patrick Y. Shim, CG Inv
Описание: As energy trading, power exchanges and hedging techniques establish themselves in the oil, power and gas sectors, so then do newer derivatives markets emerge in LNG hedging, weather derivatives and freight hedging.
Описание: As energy trading, power exchanges and hedging techniques establish themselves in the oil, power and gas sectors, so then do newer derivatives markets emerge in LNG hedging, weather derivatives and freight hedging.
The world of options is considered high-risk by many. At its original options treading in the modern era began in the early 1970s when the first listed calls were offered on a short list of companies; a few years later, put trading was added.
Since this time, options trading has become available on most companies on the large public exchanges. However, the high-risk reputation of options has persisted through the years, even as dozens of new and often conservative strategies have been introduced. Today, the best use of options is not to speculate on price movement, but to hedge market risk in equity portfolios. Many strategies can combine hedging with income, establishing advantageous circumstances for risk-averse traders. It is possible to apply several strategies to reduce risk and in some instances, to eliminate market risk completely.
This book examines the many ways this can be accomplished, based on options for three highly-rated companies. These are qualified as a first step by exceptionally attractive fundamental attributes and trends: Higher than average dividend yield with dividend increases over at least 10 years; a range of moderate price/earnings ratios each year; growing revenue, earnings and net return; and level or declining long-term debt as a percentage of total capitalization.
Автор: Marcelo G. Cruz Название: Modeling, Measuring and Hedging Operational Risk ISBN: 0471515604 ISBN-13(EAN): 9780471515609 Издательство: Wiley Рейтинг: Цена: 6334.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Operational risk concerns issues like transaction processing errors, liability situations, and back-office failure. This text focuses on the measuring and modelling techniques banks and investment companies need to quantify operational risk and provides practical, sensible solutions for doing so.
Автор: Bhansali Название: Tail Risk Hedging ISBN: 0071791752 ISBN-13(EAN): 9780071791755 Издательство: McGraw-Hill Рейтинг: Цена: 17845.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using empirical data and charts, this book explains the consequences of diversification failure in tail events and how to manage portfolios when this happens. It provides an easy-to-use, yet rigorous framework for protecting investment portfolios against tail risk and using tail hedging to play offense.
Автор: Bishop Tim Название: Hedging Demystified: How to Balance Risk and Protect Profit ISBN: 0985624876 ISBN-13(EAN): 9780985624873 Издательство: Неизвестно Рейтинг: Цена: 3033.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Do changes in:
commodity prices
interest rates
foreign currency exchange rates
or weather
jeopardize your bottom line?
Finally, it's here: a practical, straightforward book on how to manage those uncertainties. It contains clear illustrations of how futures, options, and swaps work to curb risk. Written for a businessperson by a businessperson, this handbook explains:
The mechanics of hedging
How hedging protects wealth
How to achieve more predictable earnings amid the unpredictable
Specific examples of hedging
Hedging opportunities and pitfalls
Hedging Demystified is an essential guide to any business that deals with commodities, debt, international trade, or weather. This primer on hedging brings clarity and direction to make your business more sustainable.
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