Mortality Risk -- 3.4.1 Longevity Derivatives -- 3.5 Property-Casualty Insurance -- 3.5.1 CAT Bonds. … Funds -- 4.1 Mutual Funds -- 4.1.1 Index Funds -- 4.1.2 Costs -- 4.1.3 Closed-End Funds -- 4.2 Exchange-Traded Funds -- 4 ….3.1 Short Sales -- 5.4 Derivatives Markets -- 5.5 Plain Vanilla Derivatives -- 5.5.1 Forward Contracts -- 5.5.2 Futures …

hidden, and provides practical examples of quantifying and hedging exposures. For the specialist, the authors provide a … detailed discussion of the mathematical foundations of risk management, and draw on their experience of hedging complex multi … Discusses the various tools available for hedging, and how to choose optimal hedging instruments Illuminates hidden risks such …

solutions. It covers a wide variety of key topics including derivatives and related instruments, exotic hedging products and …"The book focuses on fuel hedging techniques, related commodity hedging techniques and relevant risk management … leverage, the relationship between creditworthiness and commodity hedging, hedge accounting, CVA/DVA costs, CSA and cash …

of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming … DURATION VECTOR MODELS -- NOTES -- Chapter 6: Hedging with Interest-Rate Futures -- EURODOLLAR FUTURES -- TREASURY BILL FUTURES ….2: THE DURATION VECTOR OF THE T-BOND FUTURES -- NOTES -- Chapter 7: Hedging with Bond Options: A General Gaussian Framework. …