of risk management. Most courses on derivatives, futures and options, and financial engineering are taught from the … corporation, the utility, the software firm — any potential end-user of derivatives, but not the dealer. Among the topics we will … discuss are how companies manage risk, instruments for hedging, liability management and organization, governance and control. …

konsequente, wertorientierte Ausrichtung aller Unternehmensteile und -aktivit?ten. Das Risikomanagement, welches stets im Rahmen … Risikomanagement am Beschaffungsmarkt bei Rohstoffen, dem Ertrags- und Risikomanagement am Absatzmarkt bei Kundenbeziehungen und dem … Ertrags- und Risikomanagement am Finanzmarkt bei Investmentfonds werden dabei drei ausgew?hlte Themenbereiche herausgegriffen. …

for equities. Second, it examines whether or not crude oil derivatives transactions by oil and gas producers can change … crude oil derivatives transactions, and the systematic risk exposure effect of crude oil derivatives transactions. In … crude oil mixed with equities, this study then examines the value effect of crude oil derivatives transactions by oil and …

an approach to derivatives instruments used to temper or even eliminate them. To illustrate the use of these derivatives …

of riskaversion that is based on the observed risk preferences of energy hedging marketparticipants. The resulting …

In this thesis we discuss option pricing and hedging under regime switching models. To the standard model we add jumps … hedging options under finitely many regime states and with finitely many possible jump sizes. We find risk-free hedge …

to past experience. This may assist with making decisions about selective hedging. Likewise, historical evidence may be … useful in evaluating expected returns from the use of put options. Results from simple hedging strategies using either …