Hedging Commodities : A Practical Guide To Hedging Strategies With Futures And Options.
Title:
Hedging Commodities : A Practical Guide To Hedging Strategies With Futures And Options.
Author:
Slobodan, Jovanovic.
ISBN:
9780857193292
Personal Author:
Physical Description:
1 online resource (454 pages)
Contents:
PREFACE -- CORE OBJECTIVES -- SHORT CONTENTS -- CONTENTS -- PART 1 -- CHAPTER 1EVOLUTION OF TRADE: FROM PHYSICAL TODERIVATIVE -- CHAPTER 2INTRODUCTION TO FUTURES -- CHAPTER 3COMMODITY FUTURES PRICING -- CHAPTER 4HEDGING BASICS -- CHAPTER 5HEDGE PATTERNS WITH FU TURES -- CHAPTER 6COMMODITY FUTURES SPREADS -- CHAPTER 7BASIS CONTROVERSY -- CHAPTER 8COMMODITY SWAPS -- PART 2 BASIC FEATURES AND STRATEGIES OF OPTIONS -- CHAPTER 9INTRODUCTION TO OPTIONS -- CHAPTER 10BASIC DIRECTIONAL STRATEGIES USINGOPTIONS -- CHAPTER 11HEDGE PATTERNS WITH OPTIONS -- CHAPTER 12TYPICAL EQUITY HEDGING STRATEGIES -- PART 3 OPTIONS PRICING MODELS -- CHAPTER 13DETERMINANTS OF OPTIONS VALUE -- CHAPTER 14EUROPEAN CALL AND PUT PRICING BOUNDS -- CHAPTER 15BLACK-SCHOLES PRICING MODEL -- CHAPTER 16BINOMIAL OPTIONS PRICING MODEL -- CHAPTER 17PARITY RELATIONS -- PART 4 ADVANCED HEDGING STRATEGIES -- CHAPTER 18HEDGING LONG UNDERLYING WITH ABEAR CALL SPREAD -- CHAPTER 19HEDGING SHORT UNDERLYING WITHA BULL CALL SPREAD -- CHAPTER 20COLLARS AND FENCES -- CHAPTER 21CONVERSIONS AND REVERSALS -- CHAPTER 22COVERED SHORT STRADDLES AND STRANGLES -- CHAPTER 23ACCRUED PROFITS PROTECTION -- PART 5 OPTION SPREADS AND COMBINATIONS -- CHAPTER 24OPTIONS SPREAD STRATEGIES -- CHAPTER 25CALL RATIO SPREADS -- CHAPTER 26PUT RATIO SPREADS -- CHAPTER 27OPTIONS COMBINATIONS -- CHAPTER 28SYNTHETIC INSTRUMENTS -- INDEX.
Local Note:
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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