and return management in the financial market for investment funds, three selected subject areas are focused on. …

resultierende Faktor-Hedging von Barrier Optionen gerichtet. … volatility dynamics and resulting factor hedging of barrier options. …

decisions to commodity hedge and to the extent of hedging. Chapter 1 discusses prior literature, including theory and empirical … extent of hedging conditional on hedging decisions and the cross-sectional and time series deviation of the hedge ratio. I … hedging polices after commodity price shocks. I find that unhedged firms which are ex ante financially constrained lose market …

. In the past, many hedging instruments have been invented and widely used. By using these derivatives, decision makers … reduce the price risk to a certain degree. To apply these hedging instruments to the perfect hedging strategies correctly, it … in hedging, including forward contracts, futures, swaps and options. It also introduces the hedging strategies used on …

viewpoint of investment bankers and traders in the securities. This course is taught from the point of view of the manufacturing … discuss are how companies manage risk, instruments for hedging, liability management and organization, governance and control. …

hedging strategy. Throughout the study, the local volatility model is used as a working example to clarify the proposed … selecting the model, from a set of candidate models, that optimises the hedging of a specified financial contract. In particular … we choose the model whose corresponding price and hedge optimises some hedging performance indicator. The selection …

In this paper, we analyze the gains from international diversification of investment portfolios from the Japanese as … investors. Second, using various 'ex ante' international investment strategies designed to control parameter uncertainty, U …, can gain little. Third, hedging exchange risk generally allows the U.S., but not Japanese, investors to benefit more from …