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EBookClubs

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Book Measuring Market Risk

Download or read book Measuring Market Risk written by Kevin Dowd and published by John Wiley & Sons. This book was released on 2003-02-28 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most up-to-date resource on market risk methodologies Financial professionals in both the front and back office require an understanding of market risk and how to manage it. Measuring Market Risk provides this understanding with an overview of the most recent innovations in Value at Risk (VaR) and Expected Tail Loss (ETL) estimation. This book is filled with clear and accessible explanations of complex issues that arise in risk measuring-from parametric versus nonparametric estimation to incre-mental and component risks. Measuring Market Risk also includes accompanying software written in Matlab—allowing the reader to simulate and run the examples in the book.

Book The Economics of Food Price Volatility

Download or read book The Economics of Food Price Volatility written by Jean-Paul Chavas and published by University of Chicago Press. This book was released on 2014-10-14 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The conference was organized by the three editors of this book and took place on August 15-16, 2012 in Seattle."--Preface.

Book Commodity Price Dynamics

Download or read book Commodity Price Dynamics written by Craig Pirrong and published by Cambridge University Press. This book was released on 2011-10-31 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.

Book XIV International Scientific Conference    INTERAGROMASH 2021

Download or read book XIV International Scientific Conference INTERAGROMASH 2021 written by Alexey Beskopylny and published by Springer Nature. This book was released on 2021-10-30 with total page 940 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains original and fundamental research papers in the following areas: engineering technologies for precision agriculture, agricultural systems management and digitalization in agriculture, logistics in agriculture, and other topics. Selected materials of the largest regional scientific event—INTERAGROMASH 2021 conference–included in this book present the results of the latest research in the areas of precision agriculture and agricultural machinery industry. The book is aimed for professionals and practitioners, for researchers, scholars, and producers. The materials presented here are used in the educational process at specific agricultural universities or during vocational training at enterprises and become an indispensable helper to farm managers in making the best agronomic decisions. The book is also useful for representatives of regional authorities, as it gives an idea of existing high-tech solutions for agriculture.

Book Managing Risk in Farming

Download or read book Managing Risk in Farming written by and published by . This book was released on 1999 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Technical Bulletin

Download or read book Technical Bulletin written by Kenneth R. Krause and published by . This book was released on 1989 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Commodity Derivatives

Download or read book Commodity Derivatives written by Paul E. Peterson and published by Routledge. This book was released on 2018-04-27 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Commodity Derivatives: A Guide for Future Practitioners describes the origins and uses of these important markets. Commodities are often used as inputs in the production of other products, and commodity prices are notoriously volatile. Derivatives include forwards, futures, options, and swaps; all are types of contracts that allow buyers and sellers to establish the price at one time and exchange the commodity at another. These contracts can be used to establish a price now for a purchase or sale that will occur later, or establish a price later for a purchase or sale now. This book provides detailed examples for using derivatives to manage prices by hedging, using futures, options, and swaps. It also presents strategies for using derivatives to speculate on price levels, relationships, volatility, and the passage of time. Finally, because the relationship between a commodity price and a derivative price is not constant, this book examines the impact of basis behaviour on hedging results, and shows how the basis can be bought and sold like a commodity. The material in this book is based on the author’s 30-year career in commodity derivatives, and is essential reading for students planning careers as commodity merchandisers, traders, and related industry positions. Not only does it provide them with the necessary theoretical background, it also covers the practical applications that employers expect new hires to understand. Examples are coordinated across chapters using consistent prices and formats, and industry terminology is used so students can become familiar with standard terms and concepts. This book is organized into 18 chapters, corresponding to approximately one chapter per week for courses on the semester system.

Book Fundamentals of Futures and Options Markets

Download or read book Fundamentals of Futures and Options Markets written by John C. Hull and published by Prentice Hall. This book was released on 2007-05-29 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition presents a reader-friendly textbook with lots of numerical examples and accounts of real-life situations.

Book Commodities and Commodity Derivatives

Download or read book Commodities and Commodity Derivatives written by Helyette Geman and published by John Wiley & Sons. This book was released on 2009-09-24 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading. This book covers hard and soft commodities (energy, agriculture and metals) and analyses: Economic and geopolitical issues in commodities markets Commodity price and volume risk Stochastic modelling of commodity spot prices and forward curves Real options valuation and hedging of physical assets in the energy industry It is required reading for energy companies and utilities practitioners, commodity cash and derivatives traders in investment banks, the Agrifood business, Commodity Trading Advisors (CTAs) and Hedge Funds. In Commodities and Commodity Derivatives, Hélyette Geman shows her powerful command of the subject by combining a rigorous development of its mathematical modelling with a compact institutional presentation of the arcane characteristics of commodities that makes the complex analysis of commodities derivative securities accessible to both the academic and practitioner who wants a deep foundation and a breadth of different market applications. It is destined to be a "must have" on the subject.” —Robert Merton, Professor, Harvard Business School "A marvelously comprehensive book of interest to academics and practitioners alike, by one of the world's foremost experts in the field." —Oldrich Vasicek, founder, KMV

Book Food Price Volatility and Its Implications for Food Security and Policy

Download or read book Food Price Volatility and Its Implications for Food Security and Policy written by Matthias Kalkuhl and published by Springer. This book was released on 2016-04-12 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price volatility. It also discusses the implications for food security and policy responses to mitigate excessive volatility. The approaches applied by the contributors range from on-the-ground surveys, to panel econometrics and innovative high-frequency time series analysis as well as computational economics methods. It offers policy analysts and decision-makers guidance on dealing with extreme volatility.

Book Grain Futures and Options Hedging Evaluator

Download or read book Grain Futures and Options Hedging Evaluator written by Thomas L. Sporleder and published by . This book was released on 1985 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Commodity Risk Management

Download or read book Commodity Risk Management written by Geoffrey Poitras and published by Routledge. This book was released on 2013 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to cover the following general topics: development and assessment of theories for evaluating commodity risk; the role of derivative securities in managing commodity risk; and, an assessment of the actual management of commodity risk in specific situations. The primary contribution of the book is the explicit development of the often overlooked connection between risk management and speculation. The central theme is to demonstrate that commodity risk management decisions require an in depth understanding of speculative strategies. To this end, this book aims to provide a unified treatment of important concepts and techniques that are useful in applying derivative securities in the management of risk arising in commodity markets.

Book World Soybean Research Conference III

Download or read book World Soybean Research Conference III written by Richard Shibles and published by CRC Press. This book was released on 2022-02-26 with total page 1283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of full length manuscripts of 159 of the 165 invited papers presented at World Soybean Research Conference III that was held in the Scheman Continuing Education Building at Iowa State University August 12-17, 1984. The authors, widely recognized as world authorities in their fields, represent all aspects of soybean research activity: breeding and genetics, crop and soil management, economics, entomology, food science, international programs, nematology, pathology, physiology, plant nutrition, rhizobiology, utilization, and weed science. This proceedings, which contains more than 1200 pages of information including many tables and figures, represents the most extensive compilation of soybean research results since the previous proceedings were published in 1980. It should be of value to research scientists, students and administrators alike.

Book RETRACTED BOOK  151 Trading Strategies

Download or read book RETRACTED BOOK 151 Trading Strategies written by Zura Kakushadze and published by Springer. This book was released on 2018-12-13 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.

Book Using Cash  Futures  and Options Contracts in the Farm Business

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:

Book Income Risk Management in Agriculture

Download or read book Income Risk Management in Agriculture written by OECD and published by OECD Publishing. This book was released on 2000-12-11 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: These OECD workshop proceedings examine the various risk strategies used by farm households, in particular those attracting renewed interest such as diversification of income sources, vertical co-ordination, hedging on futures markets, insurance coverage and public safety-nets.