Derivatives As Efficient Risk Management Instruments Application To Commodity Markets
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Derivatives As Efficient Risk Management Instruments Application To Commodity Markets
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Author : Viktor Tielmann
language : de
Publisher: GRIN Verlag
Release Date : 2011-12-07
Derivatives As Efficient Risk Management Instruments Application To Commodity Markets written by Viktor Tielmann and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-07 with Business & Economics categories.
Masterarbeit aus dem Jahr 2011 im Fachbereich BWL - Bank, Börse, Versicherung, Hochschule Fulda, Sprache: Deutsch, Abstract: The following categorized introduction attempts to give an intelligible overview of the present Master Thesis. At first the purpose of this study will be explained, including the illustration of the importance of a commodity risk management for companies as well as the rising importance of commodity markets. Additionally the stakeholders and objectives will be presented, followed by a comprehensive structure of this Thesis.
Hedging Instruments And Risk Management
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Author : Patrick Cusatis
language : en
Publisher: McGraw Hill Professional
Release Date : 2005-02-22
Hedging Instruments And Risk Management written by Patrick Cusatis and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-02-22 with Business & Economics categories.
Books on complex hedging instruments are often more confusing than the instruments themselves. Hedging Instruments & Risk Management brings clarity to the topic, giving money managers the straightforward knowledge they need to employ hedging tools and techniques in four key markets—equity, currency, fixed income, and mortgage. Using real-world data and examples, this high-level book shows practitioners how to develop a common set of mathematical and statistical tools for hedging in various markets and then outlines several hedging strategies with the historical performance of each.
Hedging Practices
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Author : Fabrizio Casaretto
language : en
Publisher: Independently Published
Release Date : 2018-03-09
Hedging Practices written by Fabrizio Casaretto and has been published by Independently Published this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-09 with Business & Economics categories.
Uncontrolled risks may lead to disaster. Uncertainties in prices should be managed in line with needs that are not uncertain.Starting with some educational information, then through Commercial and Financial practice examples, this book explains that by eliminating some risks, strong commercial activities and investments can be made and a solid future can be built. Fabrizio Casaretto, an Italian and French Levantine native to Istanbul, received his degree in Econometrics in France. After a brief experience in insurance, he broke into the world of Commodity Trading with Cargill. After several years of trading physical products and hedging with derivative tools, he has moved into the Energy sector to trade Fuels. Working in Turkey, a market with high volatility in commodity prices and currencies, he has mastered his hedging skills. Eventually, he made founding partner to a portfolio management company.Currently, Casaretto trades solid fuels and provides risk management consultancy to industries and trading companies. He is also a private consultant in derivative markets to a law firm and an instructor at a local University. He has decided to write this book in order to share his knowledge with professionals in commodity and financial markets, and also to be helpful to students aiming a career in this field."Learning financial risk management has become a prerequisite to protect your money in volatile financial markets, or at least to limit the losses you might incur.(...) This book will take the reader beyond financial literacy." Ali Agaoglu / Columnist, Vatan Newspaper"This is a wonderful guidebook on using complicated financial instruments such as derivatives instruments, which are more and more commonly encountered in our risk-laden world. (...)"Prof. Dr. Erdinc Altay / Istanbul University, Faculty of Economics"Futures and options contracts are the sine qua non of Risk Management, (...) this book has filled an important void in this area."Mustafa Yaman Basaran / Former Deputy General Manager of Futures and Options Exchange (VOB)
Commodity Risk Management
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Author : Geoffrey Poitras
language : en
Publisher: Routledge
Release Date : 2013-03-05
Commodity Risk Management written by Geoffrey Poitras and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-05 with Business & Economics categories.
Commodity Risk Management goes beyond just an introductory treatment of derivative securities, dealing with more advanced topics and approaching the subject matter from a unique perspective. At its core lies the concept that commodity risk management decisions require an in-depth understanding of speculative strategies, and vice versa. The book offers readers a unified treatment of important concepts and techniques that are useful in applying derivative securities in the management of risk in commodity markets. While some of these techniques are well known and fairly common, Poitras offers applications to specific situations and links to speculative trading strategies - extensions of the material that not only are hard to come by, but helpful to both the academic and the practitioner. The book is divided into three parts. The first part deals with the general framework for commodity risk management, the second part focuses on the use of derivative security contracts in commodity risk management, and the third part deals with applications to three specific situations. As a textbook, this book is designed to appeal to classes at a senior undergraduate/MBA/MA levelof training in Finance, financial economics, actuarial science, management science, agriculturaleconomics and accounting. There will also be interest for the book as: a monograph for research libraries, a handbook for individuals working in the commodity risk management industry, and a guidebook for those in the general public interested in topics like farm risk management or the assessment of hedging practices of publicly-traded commodity producers.
Derivatives
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Author : Robert E. Whaley
language : en
Publisher: John Wiley & Sons
Release Date : 2007-02-26
Derivatives written by Robert E. Whaley and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-02-26 with Business & Economics categories.
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Derivatives Handbook
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Author : Robert J. Schwartz
language : en
Publisher: John Wiley & Sons
Release Date : 1997-05-23
Derivatives Handbook written by Robert J. Schwartz and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-05-23 with Business & Economics categories.
Der schlechte Ruf der Derivative gründet sich auf Mißbrauch und das hohe Risiko, das mit diesem oft exotisch wirkenden Finanzinstrument verbunden ist. Sie wollen sich unvoreingenommen, besser informieren? Anhand signifikanter Fallstudien führt dieses Buch Sie unter anderem in Techniken des Risikomanagement und Kontrollstrukturen ein.
Global Derivatives
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Author : Torben Juul Andersen
language : en
Publisher: Pearson Education
Release Date : 2006
Global Derivatives written by Torben Juul Andersen and has been published by Pearson Education this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
Global Derivatives provides comprehensive coverage of different types of derivatives, including exchange traded contracts and over-the-counter instruments as well as real options. There is an equal emphasis on the practical application of derivatives and their actual uses in business transactions and corporate risk management situations. Various uses of financial derivatives are outlined from relatively simple transactional hedging problems to more complex strategic risk management situations and applications of options perspectives in corporate risk management scenarios. This book is ideal for MBA and undergraduate students with a finance or management focus. Review Quotes "An interesting and useful approach to the study of derivatives." George Christodoulakis, City University, UK "In Global Derivatives: A Strategic Risk Management Perspective Torben Juul Andersen has succeeded to gather in one book a complete and thorough summary and an easy-to-read explanation of all types of derivative instruments and their background and their use in modern management of risk." Steen Parsholt, Chairman and CEO, Aon Nordic Region
The President S Working Group On Financial Markets Report On Over The Counter Derivatives Markets And The Commodity Exchange Act
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Author : United States. Congress. House. Committee on Agriculture. Subcommittee on Risk Management, Research, and Specialty Crops
language : en
Publisher:
Release Date : 2000
The President S Working Group On Financial Markets Report On Over The Counter Derivatives Markets And The Commodity Exchange Act written by United States. Congress. House. Committee on Agriculture. Subcommittee on Risk Management, Research, and Specialty Crops and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
Fuel Hedging And Risk Management
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Author : Simo M. Dafir
language : en
Publisher: John Wiley & Sons
Release Date : 2016-03-04
Fuel Hedging And Risk Management written by Simo M. Dafir and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-04 with Business & Economics categories.
A hands-on guide to navigating the new fuel markets Fuel Hedging and Risk Management: Strategies for Airlines, Shippers and Other Consumers provides a clear and practical understanding of commodity price dynamics, key fuel hedging techniques, and risk management strategies for the corporate fuel consumer. It covers the commodity markets and derivative instruments in a manner accessible to corporate treasurers, financial officers, risk managers, commodity traders, structurers, as well as quantitative professionals dealing in the energy markets. The book includes a wide variety of key topics related to commodities and derivatives markets, financial risk analysis of commodity consumers, hedge program design and implementation, vanilla derivatives and exotic hedging products. The book is unique in providing intuitive guidance on understanding the dynamics of forward curves and volatility term structure for commodities, fuel derivatives valuation and counterparty risk concepts such as CVA, DVA and FVA. Fully up-to-date and relevant, this book includes comprehensive case studies that illustrate the hedging process from conception to execution and monitoring of hedges in diverse situations. This practical guide will help the reader: Gain expert insight into all aspects of fuel hedging, price and volatility drivers and dynamics. Develop a framework for financial risk analysis and hedge programs. Navigate volatile energy markets by employing effective risk management techniques. Manage unwanted risks associated with commodity derivatives by understanding liquidity and credit risk calculations, exposure optimization techniques, credit charges such as CVA, DVA, FVA, etc.
Derivatives Risk Management Value
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Author : Mondher Bellalah
language : en
Publisher: World Scientific
Release Date : 2010
Derivatives Risk Management Value written by Mondher Bellalah and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Business & Economics categories.
19.1. Numerical analysis and simulation techniques : an introduction to finite difference methods. 19.2. Application to European options on non-dividend paying stocks. 19.3. Valuation of American options with a composite volatility. 19.4. Simulation methods : Monte-Carlo method. ch. 20. Numerical methods and partial differential equations for European and American derivatives with complete and incomplete information. 20.1. Valuation of American calls on dividend-paying stocks. 20.2. American puts on dividend-paying stocks. 20.3. Numerical procedures in the presence of information costs : applications. 20.4. Convertible bonds. 20.5. Two-factor interest rate models and bond pricing within information uncertainty. 20.6. CBs pricing within information uncertainty -- pt. VIII. Exotic derivatives. ch. 21. Risk management : exotics and second-generation options. 21.1. Exchange options. 21.2. Forward-start options. 21.3. Pay-later options. 21.4. Simple chooser options. 21.5. Complex choosers. 21.6. Compound options. 21.7. Options on the maximum (minimum). 21.8. Extendible options. 21.9. Equity-linked foreign exchange options and quantos. 21.10. Binary barrier options. 21.11. Lookback options. ch. 22. Value at risk, credit risk, and credit derivatives. 22.1. VaR and riskmetrics : definitions and basic concepts. 22.2. Statistical and probability foundation of VaR. 22.3. A more advanced approach to VaR. 22.4. Credit valuation and the creditmetrics approach. 22.5. Default and credit-quality migration in the creditmetrics approach. 22.6. Credit-quality correlations. 22.7. Portfolio management of default risk in the Kealhofer, McQuown and Vasicek (KMV) approach. 22.8. Credit derivatives : definitions and main concepts. 22.9. The rating agencies models and the proprietary models.
