Download or read book Speculation and Hedging Using Options on Futures Contracts written by Laurence Jacobson and published by . This book was released on 1983 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Speculation and Hedging Using Options on Futures Contracts written by Laurence R. Jacobson and published by . This book was released on 1983 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Risk Management Speculation and Derivative Securities written by Geoffrey Poitras and published by Elsevier. This book was released on 2002-07-12 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management. *The only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives*Examines speculative trading and risk management from the practitioner's point of view*Provides an innovative, useful approach that addresses new developments in derivatives and risk management

Download or read book Intermediate Futures And Options An Active Learning Approach written by Cheng Few Lee and published by World Scientific. This book was released on 2023-10-16 with total page 1001 pages. Available in PDF, EPUB and Kindle. Book excerpt: Futures and Options are concerned with the valuation of derivatives and their application to hedging and speculating investments. This book contains 22 chapters and is divided into five parts. Part I contains an overview including a general introduction as well as an introduction to futures, options, swaps, and valuation theories. Part II: Forwards and Futures discusses futures valuation, the futures market, hedging strategies, and various types of futures. Part III: Option Theories and Applications includes both the basic and advanced valuation of options and option strategies in addition to index and currency options. Part IV: Advanced Analyses of Options takes a look at higher level strategies used to quantitatively approach the analysis of options. Part V: Special Topics of Options and Futures covers the applications of more obscure and alternative methods in derivatives as well as the derivation of the Black-Scholes Option Pricing Model.This book applies an active interdisciplinary approach to presenting the material; in other words, three projects involving the use of real-world financial data on derivative, in addition to homework assignments, are made available for students in this book.

Download or read book Valuation Hedging and Speculation in Competitive Electricity Markets written by Petter L. Skantze and published by Springer Science & Business Media. This book was released on 2001-10-31 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: The challenges facing participants in competitive electricity markets are staggering: high price volatility introduces significant financial risk into an industry accustomed to guaranteed rates of return, while illiquid forward markets prevent effective hedging strategies from being implemented. Valuation, Hedging and Speculation in Competitive Electricity Markets: A Fundamental Approach , examines the unique properties which separate electricity from other traded commodities, including the lack of economical storage, and the impact of a scarce transmission network. The authors trace the sources of uncertainties in the price of electricity to underlying physical and economic processes, and incorporate these into a bid-based model for electricity spot and forward prices. They also illustrate how insufficient market data can be circumvented by using a combination of price and load data in the marking- to-market process. The model is applied to three classes of problems central to the operation of any electric utility or power marketer; valuing generation assets, formulating dynamic hedging strategies for load serving obligations, and pricing transmission contracts and locational spread options. Emphasis is placed on the difference between trades which can be 'booked out' in the forward markets, and those which must be carried through to delivery. Lately, significant attention has been given to the role of regulators in mitigating excessive price levels in electricity markets. The authors conduct a quantitative analysis of the long-term effects of regulatory intervention through the use of price caps. By modeling the dynamic interplay between the observed price levels and the decision to invest in new generation assets, it is shown how such short term fixes can lead to long term deficits in the available generation capacity, and ultimately to market failures and blackouts.

Download or read book An Introduction to Options and Futures written by Don M. Chance and published by . This book was released on 1989 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Theory of Futures Trading written by Lalgudi S. Venkataramanan and published by . This book was released on 1965 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Advanced Options Trading written by Robert T. Daigler and published by McGraw Hill Professional. This book was released on 1994 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book thoroughly explains the options markets. Moreover, the work contains several unique features, including computer codes to calculate changes in options properties and a historic evaluation of options strategies and pricing theories. As a result, traders learn what works and what doesn't wor

Download or read book Using Cash Futures and Options Contracts in the Farm Business written by Richard G. Heifner and published by . This book was released on 1993 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Options and Financial Futures written by Dubofsky and published by . This book was released on 1982 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 2005-12-06 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book 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 in time, what optimal strategies one can expect the participants to follow, whether they pertain to arbitrage, speculation or hedging, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (MBAs majoring in finance with quantitative skills and PhDs in finance and financial economics), academics (both theoreticians and empiricists), practitioners, and regulators. Standard textbooks dealing with forward and futures markets generally focus on the description of the contracts, institutional details, and the effective (as opposed to theoretically optimal) use of these instruments by practitioners. The theoretical analysis is often reduced to the (undoubtedly important) cash-and-carry relationship and the computation of the simple, static, minimum variance hedge ratio. This book proposes an alternative approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework that is in line with what has been done many years ago for options markets.

Download or read book U S College Courses on Commodity Futures Markets written by and published by . This book was released on 1985 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Commodities and Options Trading for Beginners written by Elliot M. Sage and published by . This book was released on 2023-10-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is your passport to understanding and mastering the art of options trading in plain English, while helping you confidently navigate the markets, making informed choices that grow your wealth. You'll also unlock the secrets of commodities like gold, oil, agricultural and more, and learn how they function, along with the potential benefits of investing in or trading them.The book is structured in a way that provides a comprehensive guide to both commodities and futures in the first part and options trading in the second part.Part I lays down the foundations of Commodities and Futures, including:Introduction to Commodities: Explaining what commodities are and the different types (e.g., agricultural, energy, metals).Market Mechanics: How commodity markets work, including supply and demand factors, market participants, and price determination, with examples.Futures Contracts: An in-depth look at futures contracts, their features, and how they are used for hedging and speculation, with examples.Risk Management: Strategies for managing risk in commodities and futures trading.Commodity Analysis: Techniques for analyzing commodities, including fundamental and technical analysis.Part II shifts the focus to options trading, a derivative strategy that can be used in various financial markets, including commodities. Topics covered in this section might include:Introduction to Options: Explaining what options are, their types (call and put options), and how they differ from futures.Options Pricing: A detailed look at how options are priced, including the factors that influence their value.Options Strategies: Strategies for using options in commodities trading, including hedging and speculative strategies, with examples.Options Trading Mechanics: How to place options trades, including understanding strike prices, expiration dates, and contract specifications, with examples.Risk and Reward: The risk and reward profiles of different options strategies, with examples.The book provides a practical and well-rounded approach to understanding both the basics of commodities and futures trading as well as delving into the more complex world of options trading, which can be applied to commodities or other financial assets.

Download or read book Options on Futures Contracts written by William Lewis Randolph and published by . This book was released on 1986 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Analyzing and Forecasting Futures Prices written by Anthony F. Herbst and published by Wiley. This book was released on 1992-03-25 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gives a clear explanation of the latest methods for analyzing and predicting futures prices. In addition, it explains how these practical techniques can be applied in implementing hedging or speculative strategies. Covers the latest advanced methods such as spectral, array and time series analysis.

Download or read book Speculative Markets written by Robert A. Strong and published by Longman Financial Services Publishing. This book was released on 1989 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contents: Basic Option Principles and Strategies; Option Pricing; Derivative Assets; Contemporary Issues; Gold and Other Metals; Diamonds; Precious Gems and Rare Coins. Apendixes. Glossary. Answer Key for Selected Problems. References. Subject Index. This includes some special highlights: boxes around keypoints, key-terms lists and profiles of industry personnel. Over 30 charts and diagrams illustrating trading strategies.

Download or read book Winning in the Futures Market written by George Angell and published by Doubleday Books. This book was released on 1987 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reviews basic fundamentals, definitions, and trading strategies & rules. Includes chapters on hedging, chart trading techniques, as well as commodity funds, managed accounts, day trading, and options on futures. Other topics of interest: -- Gann techniques for the technical trader -- Contrary opinion trading -- Chart trading techniques -- The trading plan.