Contrariamente à maioria dos estudos sobre o risco cambial, que até ao momento se têm focado somente em empresas internacionalizadas, o presente trabalho de investigação estuda e analisa o grau de exposição cambial enfrentado por empresas “domésticas”, ou seja, de empresas cujo …
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In essay one, my primary objective is to see the sensitivity of foreign exchange rate risk on firm performance in US manufacturing industry and examine if the hedging help reduce the foreign exchange rate risk. I am particularly interested in manufacturing industry because of th…
Scope and method of study. The general objective is to determine if the COMMEX Malaysia crude palm oil (CPO) futures contract can be used to reduce CPO producers' risk exposure due to cash price fluctuations. The specific objectives are to evaluate the relationship between CPO's…
One unique type of exposure that many financial institutions and corporate treasuries encounter is repetitive or recurring interest rate or price exposure. When one is faced with repetitive or recurring interest rate exposure, a question arises as to which expiration month futur…
In a world of trade among nations using different currencies, accompanying each transaction of goods or services is a parallel currency transaction. The value of one nation's currency relative to another's changes every day in the absence of fixed exchange rates. Economic actors…
Agricultural market risk is the theme shared by the three self-contained essays presented in this dissertation. The focus of the first essay in this dissertation is to investigate the impacts of monetary policy on the price of cocoa and coffee, which are two important commoditie…
This quantitative study involved a path model approach to study why some of the key ethanol producers filed for bankruptcy after the commodities market price volatility of 2008. The path included analysis of the magnitude of cointegration of the futures prices of the key input a…
Stimulating economic development and growth has been difficult in Sub-Saharan Africa (SSA). In this three-essay dissertation, I examine and assess two strategies—market-based risk management through hedging, and growth through aid—that could potentially facilitate growth in SSA.…
Barrier options are widely used financial instruments with a long history. Because their payoff depends on whether or not the underlying asset has reached a predetermined barrier level, these options are cheaper than the corresponding standard options. This distinctive feature m…
"This book is ideally suited for an introductory undergraduate course on financial engineering. It explains the basic concepts of financial derivatives, including put and call options, as well as more complex derivatives such as barrier options and options on futures contracts. …
""In Global Derivatives: A Strategic Risk Management Perspective", Torben Juul Andersen has succeeded to gather in one book a complete and thorough summary and an easy-to-read explanation of all types of derivative instruments and their background, and their use in modern manage…
This is the third, revised and extended edition of the classical introduction to the mathematics of finance, based on stochastic models in discrete time. In the first part of the book simple one-period models are studied, in the second part the idea of dynamic hedging of conting…
The hedge fund compliance and risk management guide
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Type: Book
"The applications of regulation and risk taking are balancing acts, which keep returns healthy and contribute to stable financial markets and global economies. With The Hedge Fund Compliance and Risk Management Guide, you'll discover exactly why this is true and learn how you ca…
This is a professional's guide to the world of hedge fund investing. Throughout the financial crisis of 2008, many hedge funds suffered massive losses and were often blamed for the extreme market upheavals. In the wake of the crisis, hedge funds remain a source of fascination fo…
