| |
| Displaying page 1 of 11 | | | Next |
 | Hedging: Principles, Practices, and Strategies for Financial Markets Describes both financial and physical hedging strategies and programs applicable to almost any industry. Shows how to use hedging strategies to capitalize on market volatility, while minimizing the effects of unfavorable market swings. Addresses theories of hedging and cross-hedging, cash-and-carry or ``repo'' programs, the ``perfect hedge,'' and the hedging paradox and also offers comparative approaches supported by examples. List Price: USD $321.50 Author: Joseph D. Koziol Year: 1990 No. Pages: 422 |
 | Advanced Options Trading: The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models This book thoroughly explains the options markets. Moreover, the work contains several unique features, including computer codes to calculate changes in options properties and a historic evaluation of options strategies and pricing theories. As a result, traders learn what works and what doesn't work. Specific features include: Exotic options; The factors influencing option pricing; Advanced trading strategies such as spreads and straddles; The importance of delta, gamma and theta; Risk management with options. List Price: USD $55.00 Author: Robert T. Daigler Year: 1993 No. Pages: 300 |
 | Currency Strategy: The Practitioner's Guide to Currency Investing, Hedging and Forecasting (The Wiley Finance Series) Currency Strategy, Second Edition develops new techniques and explains classic tools available for predicting, managing, and optimizing fluctuations in the currency markets. Author Callum Henderson shows readers ho to use mathematical models to assist in the prediction of crises and gives practical advice on how to use these and other tools successfully. Given there such huge focus on China at the moment, the timing of this new edition is particularly important. The new edition will feature a thorough update on the key developments in the past 3 years, new chapters on emerging markets, an in-depth review of the markets of China and India and their currencies and much more. List Price: USD $120.00 Author: Callum Henderson Year: 2006 No. Pages: 264 |
 | Emerging Market Portfolios: Diversification and Hedging Strategies Emerging Market Portfolios is the first book to describe how you can manage a portfolio of emerging market securities for appropriate risk-adjusted returns. Contributions by Papaioannou, Tsetsekos and others focus on all aspects of emerging markets in detail, including: Structural features in emerging markets; Issues of volatility and cointegration; Asset and derivative pricing; Derivative instruments and hedging; Comprehensive bibliography and research. List Price: USD $85.00 Author: Michael G. Papaioannou Year: 1996 No. Pages: 360 |
 | Energy Risk Management: Hedging Strategies and Instruments for the International Energy Markets Energy deregulation, privatization and competition are a hot international topic. Professionals in this field understand the importance of hedging their financial risk, but are often unclear how to do so. The result is that either they take undue and unwarranted risk or they shy away from futures and derivatives investments that could improve their financial position while preventing substantial losses. Energy Risk Management is the first book to address the important issues of worldwide energy price risk management. Peter C. Fusaro has assembled the leading industry figures to explain general theories and practices for hedging risk, and specific methods to effectively manage risk in markets such as coal, natural gas, electricity, hydropower and others. Topics include: The ABCs of energy financial instruments - How to use hedging tools like futures and options, forwards and spreads; Energy securitization - Ways to securitize oil and gas production, and project finance implications; The future of energy price risk management - Globalization of energy markets, and an integrated approach to managing all risks. Energy professionals and investors worldwide require information to clarify risk management concepts and applications that are new to them. Energy Risk Management steps into that void, providing proven hedging strategies in non-technical language that simplifies this intimidating topic. List Price: USD $75.00 Author: Peter C. Fusaro Year: 1998 No. Pages: 256 |
 | The Evergreen Portfolio: Timeless Strategies to Survive and Prosper from Investing Pros
A practical system for growing and protecting wealth in today's volatile markets Martin Truax and Ron Miller are financial professionals, who unlike others in this field, have made money in today's volatile market. While stock markets have been down fifty percent, they've managed to be up seventy percent. This book clearly explains the highly successful portfolio management system used by the authors to protect their clients' wealth as well as garner substantial gains-by participating in profitable market opportunities when they occur. Divided into several informative and engaging sections, The Evergreen Portfolio reveals how you can use hedges to protect the long portion of your portfolio when the market starts to go down. It covers the tactical and technical methodologies needed to protect and grow your assets at a time when many investors are getting wiped out. - Discusses the keys to succeeding in today's market, including the best ways to invest in gold, diversify with foreign currency, and much more
- Contains insights from top minds in the market such as Mark Skousen and Bob Precther
- Offers an effective solution to the investment and retirement problems we all now face
Written with the serious investor in mind, The Evergreen Portfolio reveals one of the best ways to protect and grow your money in a turbulent financial environment. List Price: USD $34.95 Author: Martin Truax Year: 2010 No. Pages: 304 |
![Selective hedging strategies for oil stockpiling [An article from: Energy Policy] Selective hedging strategies for oil stockpiling [An article from: Energy Policy]](http://ecx.images-amazon.com/images/I/51V04XZR0JL._SL75_.jpg) | Selective hedging strategies for oil stockpiling [An article from: Energy Policy] This digital document is a journal article from Energy Policy, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description: As a feasible option for improving the economics and operational efficiency of stockpiling by public agency, this study suggests simple selective hedging strategies using forward contracts. The main advantage of these selective hedging strategies over the previous ones is not to predict future spot prices, but to utilize the sign and magnitude of basis easily available to the public. Using the weekly spot and forward prices of West Texas Intermediate for the period of October 1997-August 2002, this study adopts an ex ante out-of-sample analysis to examine selective hedging performances compared to no-hedge and minimum-variance routine hedging strategies. To some extent, selective hedging strategies dominate the traditional routine hedging strategy, but do not improve upon the expected returns of no-hedge case, which is mainly due to the data characteristics of out-of-sample period used in this analysis. List Price: USD $10.95 Author: W.-C. Yun Year: 2006 |
| Displaying page 1 of 11 | | | Next |
|
|
|