of option pricing, volatility measurement, hedging, money management, and trade evaluation. In addition, Sinclair … DYNAMICS -- SMILE DYNAMICS -- SUMMARY -- Chapter 4: Hedging -- AD HOC HEDGING METHODS -- UTILITY-BASED METHODS -- ESTIMATION OF … HEDGING AND PATH DEPENDENCY -- VOLATILITY DEPENDENCY -- SUMMARY -- Chapter 6: Money Management -- AD HOC SCHEMES -- THE KELLY …

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. …

of Distributions -- 3. Hedging to Avoid Market Risk -- 3.1. Derivative Securities: Futures, Options -- 3.1.1. A Market …

, calibrating, and hedging interest rate derivatives in the new framework. The book will be of interest to practitioners and …

Accounting for Derivatives: Advanced Hedging under IFRS is a comprehensive practical guide to hedge accounting. This … corporate CFOs and treasurers on sophisticated hedging strategies. It covers the most frequent hedging strategies and addresses … detail a real-life hedging strategy. A broad range of hedging strategies have been included, some of them using sophisticated …

Explains arbitrage, hedging, and speculation from the standpoint of a participant in the foreign exchange market … different markets; the profit comes from the difference in the buying and selling prices. Hedging and speculation are opposing … strategies for dealing with risk; hedging is a cover, and speculation is an assumption of risk. Authors a …

" -- Special Properties of At-the-Money Forward Options -- Directional Trading with Currency Options -- Hedging with Currency …