While the determinants of firms’ optimal hedging strategies on the micro level are well understood, there is rarely any … diverse hedging policies on macroeconomic stability. It addresses this issue by employing theoretical as well as empirical …Deals with the impact of diverse hedging policies on macroeconomic stability. This book addresses this issue by …

optimales Hedging -- Standardmodelle der Bewertung von Aktienoptionen -- Parameter und Kennzahlen des Optionsbewertungsmodells …

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. Fusaro and James, as seasoned market practitioners in the region …, focus on these market changes and examine the future of Asian energy hedging …

interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble …

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The … valuation adjustment, and wrong way risk"; Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling …

Development Mechanism -- 5. Risk-Hedging Strategies And Portfolio Management -- 6. Advanced Topics: Time-To-Maturity and Modeling …

-- Einführung in die Optionspreistheorie -- Hedging von festverzinslichen Positionen -- Kreditderivate -- Mathematischer Anhang. … • Aktienanalyse • Optionsbewertung (u. a negative Zinsen) • Hedging von festverzinslichen Positionen • Kreditderivate und …

Hedging -- Bilanzierung von Sicherungsbeziehungen nach IFRS 9 -- Bewertung von Derivaten -- Empirische Bilanzforschung. … gegangen wird. Der Inhalt • Hedging • Bilanzierung von Sicherungsbeziehungen nach IFRS 9 • Bewertung von Derivaten • Empirische …