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When it comes to hedge strategies specifically, great effort has been employed to create new instruments and concepts that will prove to be superior to classic methods and interpretations. The concept of hedge patterns - introduced here - proves it is possible to tabulate a hedging strategy and interpret its use with diagrams, so each example is shown visually with the result of radical clarity.
A compelling visual pattern is also attached to each case study to give you the ability to compare different solutions and apply a best-fit hedging strategy in real-world situations.
A diverse range of hedging transactions showing the ultimate payoff profiles and performance metrics are included. These have been designed to achieve the ultimate goal - to convey the necessary skills to allow business and risk management teams to develop proper hedging mechanisms and apply them in practice.
When it comes to hedge strategies specifically, great effort has been employed to create new instruments and concepts that will prove to be superior to classic methods and interpretations. The concept of hedge patterns - introduced here - proves it is possible to tabulate a hedging strategy and interpret its use with diagrams, so each example is shown visually with the result of radical clarity.
A compelling visual pattern is also attached to each case study to give you the ability to compare different solutions and apply a best-fit hedging strategy in real-world situations.
A diverse range of hedging transactions showing the ultimate payoff profiles and performance metrics are included. These have been designed to achieve the ultimate goal - to convey the necessary skills to allow business and risk management teams to develop proper hedging mechanisms and apply them in practice.
CORE OBJECTIVES
PART 1. FORWARDS, FUTURES & SWAPS
1. Evolution of Trade: From Physical to Derivative
2. Introduction to Futures
3. Commodity Futures Pricing
4. Hedging Basics
5. Hedge Patterns with Futures
6. Commodity Futures Spreads
7. Basis Controversy
8. Commodity Swaps
PART 2. BASIC FEATURES AND STRATEGIES OF OPTIONS
9. Introduction to Options
10. Basic Directional Trading Using Options
11. Hedge Patterns with Options
12. Typical Equity Hedging Strategies
PART 3. OPTIONS PRICING MODELS
13. Determinants of Options Value
[...]opean Put & Call Pricing Bounds
15. Black-Scholes Pricing Model
16. Binomial Option Pricing Model
17. Parity Relations
PART 4. ADVANCED HEDGING STRATEGIES
18. Hedging Long Underlying with a Bear Call Spread
19. Hedging Short Underlying with a Bull Call Spread
20. Collars and Fences
21. Conversions and Reversals
22. Covered Short Straddle & Strangle
23. Accrued Profits Protection
PART 5. OPTIONS SPREADS & COMBINATIONS
24. Option Spread Strategies
25. Call Ratio Spreads
26. Put Ratio Spreads
27. Options Combinations
28. Synthetic Instruments
Index
| Erscheinungsjahr: | 2014 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 454 |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9780857193193 |
| ISBN-10: | 0857193198 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Jovanovic, Slobodan |
| Hersteller: | Harriman House Ltd |
| Maße: | 254 x 203 x 24 mm |
| Von/Mit: | Slobodan Jovanovic |
| Erscheinungsdatum: | 03.02.2014 |
| Gewicht: | 0,966 kg |
CORE OBJECTIVES
PART 1. FORWARDS, FUTURES & SWAPS
1. Evolution of Trade: From Physical to Derivative
2. Introduction to Futures
3. Commodity Futures Pricing
4. Hedging Basics
5. Hedge Patterns with Futures
6. Commodity Futures Spreads
7. Basis Controversy
8. Commodity Swaps
PART 2. BASIC FEATURES AND STRATEGIES OF OPTIONS
9. Introduction to Options
10. Basic Directional Trading Using Options
11. Hedge Patterns with Options
12. Typical Equity Hedging Strategies
PART 3. OPTIONS PRICING MODELS
13. Determinants of Options Value
[...]opean Put & Call Pricing Bounds
15. Black-Scholes Pricing Model
16. Binomial Option Pricing Model
17. Parity Relations
PART 4. ADVANCED HEDGING STRATEGIES
18. Hedging Long Underlying with a Bear Call Spread
19. Hedging Short Underlying with a Bull Call Spread
20. Collars and Fences
21. Conversions and Reversals
22. Covered Short Straddle & Strangle
23. Accrued Profits Protection
PART 5. OPTIONS SPREADS & COMBINATIONS
24. Option Spread Strategies
25. Call Ratio Spreads
26. Put Ratio Spreads
27. Options Combinations
28. Synthetic Instruments
Index
| Erscheinungsjahr: | 2014 |
|---|---|
| Fachbereich: | Allgemeines |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 454 |
| Inhalt: | Kartoniert / Broschiert |
| ISBN-13: | 9780857193193 |
| ISBN-10: | 0857193198 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Jovanovic, Slobodan |
| Hersteller: | Harriman House Ltd |
| Maße: | 254 x 203 x 24 mm |
| Von/Mit: | Slobodan Jovanovic |
| Erscheinungsdatum: | 03.02.2014 |
| Gewicht: | 0,966 kg |
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