Hedging commodities : a practical guide to hedging strategies with futures and options /

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Jovanović, Slobodan (Author)
Format: Electronic eBook
Language:English
Published: Petersfield [England] : Harriman House, 2014
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Local Note:ProQuest Ebook Central

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100 1 |a Jovanović, Slobodan,  |e author. 
245 1 0 |a Hedging commodities :  |b a practical guide to hedging strategies with futures and options /  |c Slobodan Jovanovic. 
264 1 |a Petersfield [England] :  |b Harriman House,  |c 2014. 
264 4 |c ©2014 
300 |a 1 online resource (454 pages) :  |b illustrations, photographs 
336 |a text  |b txt  |2 rdacontent 
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500 |a Includes index. 
505 0 |a 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 
505 8 |a Chapter 12typical equity hedging strategiespart 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 
505 8 |a Chapter 23accrued profits protectionpart 5 option spreads and combinations -- chapter 24options spread strategies -- chapter 25call ratio spreads -- chapter 26put ratio spreads -- chapter 27options combinations -- chapter 28synthetic instruments -- index 
520 8 |a Annotation  |b This book is an invaluable resource of hedging case studies and examples, explaining with clarity and coherence how various instruments - such as futures and options - are used in different market scenarios to contain, control and eliminate price risk exposure. Its core objective is to elucidate hedging transactions and provide a systematic, comprehensive view on hedge performance. 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. 
588 0 |a Online resource; title from PDF title page (ebrary, viewed February 17, 2015). 
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650 0 |a Hedging (Finance) 
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776 0 8 |i Print version:  |a Slobodan, Jovanovic.  |t Hedging Commodities : A Practical Guide To Hedging Strategies With Futures And Options.  |d Petersfield : Harriman House, ©1900  |z 9780857193193 
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