In this original book, Professor Shiller has created a unique and authoritative set of proposals for establishing new markets for the management of the biggest economic risks facing society. Our existing financial markets, he argues, are inadequate to deal with such risks and ma…
"Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures, exchange trading notes and options on …
Fixed income securities: tools for today's markets
by Tuckman, Bruce, Serrat, Angel
fromWiley finance
Prices, Discount Factors, and Arbitrage -- Swap, Spot, and Forward Rates -- Returns, Yields, Spreads, and P&L Attribution -- DV01, Duration, and Convexity -- Key-Rate-, Partial-, and Forward-Bucket '01s and Durations -- Regression Hedging and Principal Component Analysis -- Arbi…
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 …
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…