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Author : Anthony F. Herbst
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.0/5 ( download)
Download or read book Hedging Against Specific Price Index Inflation with an Optimized Futures Portfolio written by Anthony F. Herbst and published by . This book was released on 1984 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Edward Gerard McCarthy
Publisher :
ISBN 13 :
Total Pages : 124 pages
Book Rating : 4.3/5 (121 download)
Download or read book Inflation-hedged Portfolio Selection written by Edward Gerard McCarthy and published by . This book was released on 1988 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shaun K. Roache
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.3/5 ( download)
Download or read book Inflation Hedging for Long-Term Investors written by Shaun K. Roache and published by International Monetary Fund. This book was released on 2009-04 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long-term investors face a common problem-how to maintain the purchasing power of their assets over time and achieve a level of real returns consistent with their investment objectives. While inflation-linked bonds and derivatives have been developed to hedge the effects of inflation, their limited supply and liquidity lead many investors to continue to rely on the indirect hedging properties of traditional asset classes. In this paper, we assess these properties over different time horizons, in the context of a diversified portfolio. Using a vector error correction model, we find that effective short-run hedges, such as commodities, may not work over longer horizons and that tactical asset allocation could enhance investment returns following inflation surprises.
Author : Institute of Chartered Financial Analysts
Publisher :
ISBN 13 :
Total Pages : 830 pages
Book Rating : 4.3/5 (512 download)
Download or read book The C.F.A. Digest written by Institute of Chartered Financial Analysts and published by . This book was released on 1984 with total page 830 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jack E. Houston
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.3/5 (21 download)
Download or read book Portfolio Hedging of Feedstocks in the U.S.-European Community Markets written by Jack E. Houston and published by . This book was released on 1989 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: Verschillende benaderingen om het aan- en verkoopbeleid voor voedermiddelen te bepalen worden met elkaar vergeleken, met name voor sojabonen en mais
Author : Dale H. Carley
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (31 download)
Download or read book Research Bulletin written by Dale H. Carley and published by . This book was released on 1967 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 780 pages
Book Rating : 4.:/5 (319 download)
Download or read book Research Bulletin written by and published by . This book was released on 1967 with total page 780 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 360 pages
Book Rating : 4.E/5 ( download)
Download or read book Applied Commodity Price Analysis, Forecasting, and Market Risk Management written by and published by . This book was released on 1986 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Andrea Roncoroni
Publisher : John Wiley & Sons
ISBN 13 : 0470662506
Total Pages : 1064 pages
Book Rating : 4.4/5 (76 download)
Download or read book Handbook of Multi-Commodity Markets and Products written by Andrea Roncoroni and published by John Wiley & Sons. This book was released on 2015-02-17 with total page 1064 pages. Available in PDF, EPUB and Kindle. Book excerpt: The comprehensive guide to working more effectively within the multi-commodity market. The Handbook of Multi-Commodity Markets and Products is the definitive desktop reference for traders, structurers, and risk managers who wish to broaden their knowledge base. This non-technical yet sophisticated manual covers everything the professional needs to become acquainted with the structure, function, rules, and practices across a wide spectrum of commodity markets. Contributions from a global team of renowned industry experts provide real-world examples for each market, along with tools for analyzing, pricing, and risk managing deals. The discussion focuses on convergence, including arbitrage valuation, econometric modeling, market structure analysis, contract engineering, and risk, while simulated scenarios help readers understand the practical application of the methods and models presented. Gradual deregulation and the resulting increase in diversity and activity have driven the evolution of the traditionally segmented market toward integration, raising important questions about opportunity identification and analysis in multi-commodity deals. This book helps professionals navigate the shift, providing in-depth information and practical advice. Structure and manage both simple and sophisticated multi-commodity deals Exploit pay-off profiles and trading strategies with a diversified set of commodity prices Develop more accurate forecasting models by considering additional metrics Price energy products and other commodities in segmented markets with an eye toward specific structural features As one of the only markets strong enough to boom during the credit crunch, the commodities markets are growing rapidly. Combined with increasing convergence, this transition presents potentially valuable opportunities for the development of a robust multi-commodity portfolio. For the professional seeking deeper understanding and a more effective strategy, the Handbook of Multi-Commodity Markets and Products offers complete information and expert guidance.
Author : Moorad Choudhry
Publisher : John Wiley & Sons
ISBN 13 : 1118171756
Total Pages : 708 pages
Book Rating : 4.1/5 (181 download)
Download or read book Fixed Income Markets written by Moorad Choudhry and published by John Wiley & Sons. This book was released on 2014-06-17 with total page 708 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, in-depth look at global debt capital markets in the post-crisis world Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets. This acclaimed book takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New topics include: Dynamic hedging practices and cross-currency hedging Collateralized and uncollateralized derivatives, and their impact on valuation Callable bonds, pricing, trading, and regulatory aspects related to liquidity Rebalancing as a method for capturing contingencies and other complex imbedded risks As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.
Author : David Long
Publisher : Elsevier
ISBN 13 : 185573852X
Total Pages : 1001 pages
Book Rating : 4.8/5 (557 download)
Download or read book Oil Trading Manual written by David Long and published by Elsevier. This book was released on 1995-01-01 with total page 1001 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oil Trading Manual (OTM) provides a unique and comprehensive reference source to the latest developments in the structure and conduct of the international oil markets including: Physical characteristics and refining Oil pricing arrangements Physical oil markets Forward and futures contracts Options and swaps Operations and logistics Accounting and taxation Controlling financial risk Legal and regulatory control OTM provides a unique and comprehensive reference source to the structure and conduct of the international oil markets. The manual covers all the major oil trading instruments and their applications; the trading centres, contracts, uses and users of both the physical and the terminal oil markets, and their administrative, management, tax, and accounting implications. It also includes vital information on changes to the international legal and regulatory structures. The manual is divided into three complementary parts; Characteristics An introduction to oil and oil trading, and includes material on the nature of oil as a commodity, refinery processes and the different ways in which oil is priced. Instruments and markets Deals with the oil market itself taking each segment in turn, explaining how the various trading instruments work and describing the markets that have evolved to trade them. It starts with the physical oil markets, moving on to forward and futures markets, followed by options and swaps. Administration Covers the essential 'back-room' activities without which oil trading could not continue. It includes practical material on operations and logistics, credit control, accounting, taxation, contracts and regulation, and controlling financial risk, providing a unique guide to the subject. Compiled from the contributions of a range of internationally respected professionals, it is the indispensable practical companion for all those involved with trading in this complex commodity. Revised and updated 2003
Author : John J. Murphy
Publisher : John Wiley & Sons
ISBN 13 : 9780471524335
Total Pages : 296 pages
Book Rating : 4.5/5 (243 download)
Download or read book Intermarket Technical Analysis written by John J. Murphy and published by John Wiley & Sons. This book was released on 1991-09-03 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trying to trade stock, bond, commodity and currency markets without intermarket awareness is like trying to drive a car without looking out the side and rear windows--very dangerous. In this guide to intermarket analysis, the author uses years of experience in technical analysis plus extensive charts to clearly demonstrate the interrelationshps that exist among the various market sectors and their importance. You'll learn how to use activity in surrounding markets in the same way that most people employ traditional technical indicators for directional clues. Shows the analyst how to focus outward, rather than inward, to provide a more rational understanding of technical forces at work in the marketplace.
Author : Edwin J. Elton
Publisher : John Wiley & Sons
ISBN 13 : 1118469941
Total Pages : 754 pages
Book Rating : 4.1/5 (184 download)
Download or read book Modern Portfolio Theory and Investment Analysis written by Edwin J. Elton and published by John Wiley & Sons. This book was released on 2014-01-21 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: An excellent resource for investors, Modern Portfolio Theory and Investment Analysis, 9th Edition examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios. A chapter on behavioral finance is included, aimed to explore the nature of individual decision making. A chapter on forecasting expected returns, a key input to portfolio management, is also included. In addition, investors will find material on value at risk and the use of simulation to enhance their understanding of the field.
Author : Abraham Lioui
Publisher : Springer Science & Business Media
ISBN 13 : 9780387241074
Total Pages : 290 pages
Book Rating : 4.2/5 (41 download)
Download or read book Dynamic Asset Allocation with Forwards and Futures written by Abraham Lioui and published by Springer Science & Business Media. This book was released on 2005-03-30 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (majoring in finance with quantitative skills) academics (both theoreticians and empiricists), practitioners, and regulators.
Author : United States. Congress. House. Committee on Government Operations. Commerce, Consumer, and Monetary Affairs Subcommittee
Publisher :
ISBN 13 :
Total Pages : 204 pages
Book Rating : 4.0/5 ( download)
Download or read book Inflation-indexed Treasury Debt as an Aid to Monetary Policy written by United States. Congress. House. Committee on Government Operations. Commerce, Consumer, and Monetary Affairs Subcommittee and published by . This book was released on 1992 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : H. Kent Baker
Publisher : Financial Markets and Investme
ISBN 13 : 0199331960
Total Pages : 709 pages
Book Rating : 4.1/5 (993 download)
Download or read book Investment Risk Management written by H. Kent Baker and published by Financial Markets and Investme. This book was released on 2015 with total page 709 pages. Available in PDF, EPUB and Kindle. Book excerpt: All investments carry with them some degree of risk. In the financial world, individuals, professional money managers, financial institutions and many others encounter and must deal with risk. The main purpose of 'Investment Risk Management' is to provide an overview of developments in risk management and a synthesis of research involving the latest developments in the field--
Author : Rob Quail
Publisher : John Wiley & Sons
ISBN 13 : 0470541741
Total Pages : 627 pages
Book Rating : 4.4/5 (75 download)
Download or read book Financial Derivatives written by Rob Quail and published by John Wiley & Sons. This book was released on 2009-10-15 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.
