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Sexton, Jenny - 2011

Key Features:Unique focus on hedging and optimal martingale measuresIncludes new developments about static and dynamic … hedging schemesTreatment of popular models for asset prices like exponential Lévy processes and stochastic volatility models. …Intro -- Contents -- Preface -- 1. Introduction -- 1.1 Hedging in complete markets -- 1.1.1 Black & Scholes analysis …

Persistent link: https://www.econbiz.de/10012689402

Essentials of financial risk management

Horcher, Karen A. - 2005

-- Industry Recommendations -- Chapter 8: Risk Management Framework: Policy and Hedging -- Risk Profile of an Organization -- Risk …

Persistent link: https://www.econbiz.de/10012681278

Stochastic Modelling of Electricity and Related Markets.

Benth, Fred Espen - 2008

Key Features:Gives a detailed account of advanced stochastic models for spot, futures and option price dynamics in energy marketsGives a detailed analysis of electricity and gas futures prices, with an emphasis on market models (also known as LIBOR models).

Persistent link: https://www.econbiz.de/10012684999

Smart(er) investing : how academic insights propel the Savvy Investor

Basilico, Elisabetta; Johnson, Tommi - 2019

This book identifies and discusses the most successful investing practices with an emphasis on the academic articles that produced them and why this research led to popular adoption and growth in $AUM. Investors are bombarded with ideas and prescriptions for successful investing every day. Given...

Persistent link: https://www.econbiz.de/10012657773

Valuation and volatility : stakeholder's perspective

Bag, Dinabandhu - 2022

post facto and post period nuances to recover from money loss. The book further elaborates combining positions and hedging …Introduction -- Volatility -- Realized Volatility -- Valuation -- Risk & Monetary Impact -- Hedging -- How Far the Risk …

Persistent link: https://www.econbiz.de/10012655084

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both...

Persistent link: https://www.econbiz.de/10012053889

Issues in Finance and Monetary Policy

McCombie, John (ed.); González, Carlos Rodríguez (ed.) - 2007

The book investigates the contemporary functioning of financial institutions and monetary policies in order to assess their effects in different economic situations. It advances some proposals to improve their contribution towards a more stable and vigorous economy in the context of both...

Persistent link: https://www.econbiz.de/10012054273

The Complete Guide to Hedge Funds and Hedge Fund Strategies

Capocci, Daniel - 2013

One-stop-guide to the hedge fund industry, investment and trading strategies adopted by hedge funds and the industry's regulation. For anyone with an interest in investing or managing funds, it presents everything practitioners need to know to understand these investment vehicles from their...

Persistent link: https://www.econbiz.de/10012106339

Dynamic dependence and spillover among the energy related ETFs : from the hedging effectiveness perspective

Ji, Hao; Naeem, Muhammad; Zhang, Jing; Tiwari, Aviral Kumar - In: Energy economics 136 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015046908

Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility : identifying moderators, hedgers and shoc...

Shahbaz, Muhammad; Sheikh, Umaid A.; Tabash, Mosab I.; … - In: Energy economics 136 (2024), pp. 1-31

Persistent link: https://www.econbiz.de/10015046920