Pricing Commodity Bonds Using Binomial Option Pricing PDF Download
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Author:
Publisher: World Bank Publications
ISBN:
Category :
Languages : en
Pages : 41
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Book Description
Author:
Publisher: World Bank Publications
ISBN:
Category :
Languages : en
Pages : 41
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Book Description
Author: Raghuram Rajan
Publisher:
ISBN:
Category : Commodity-backed bonds
Languages : en
Pages : 48
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Book Description
Binomial option pricing offers an easy, flexible, comprehensive method for pricing commodity -linked bonds when there is risk both of default and of changes in commodity prices.
Author: Mark Rubinstein
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 496
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Book Description
The authentic voice of a genuine master of his craft in a full introduction to modern derivatives pricing and hedging that is clear, provocative and rich in insight and experience.
Author:
Publisher: World Bank Publications
ISBN:
Category : Developing countries
Languages : en
Pages : 86
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Book Description
Author: Dimitris Chorafas
Publisher: McGraw Hill Professional
ISBN: 0071731245
Category : Business & Economics
Languages : en
Pages : 28
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Book Description
This chapter comes from Derivative Financial Instruments, written by a renowned corporate financial advisor. This timely guide offers a comprehensive treatment of derivative financial instruments, fully covering bonds, interest swaps, options, futures, Forex, and more. The author explains the strategic use of derivatives, their place in portfolio management, hedging, and the importance of managing risk.
Author: John C. Cox
Publisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 518
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Book Description
Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Author: Theophilos Priovolos
Publisher: Oxford University Press, USA
ISBN:
Category : Business & Economics
Languages : en
Pages : 208
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Book Description
Commodity-linked finance has expanded rapidly in the 1980s, but it has mainly been confined to entities in industrial countries. Creditworthiness questions, reinforced by debt overhang, handicap the developing countries in their access to this type of financing. To achieve better risk management in the commodity-dependent developing countries, the authors argue that commodity-linked financial measures have important advantages in the external financing of developing countries as compared to the traditional alternatives of foreign-currency-denominated, general obligation borrowing or direct foreign investment. The authors argue that commodity-linked financing allows developing countries that are overexposed to particular risks, relative to those in the world economy, to shift these risks to world capital markets on an ex ante basis. The study concludes by offering a number of strategic solutions involving the World Bank as an integral participant in both monitoring debt reduction and enacting a technical advice program to assist developing countries manage their financial risk.
Author: Martha De Melo
Publisher: World Bank Publications
ISBN:
Category :
Languages : en
Pages : 71
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Book Description
Author: Jaime De Melo, Vittorio Corbo, Timothy Condon
Publisher: World Bank Publications
ISBN:
Category : Capital movements
Languages : en
Pages : 34
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Book Description
Author: KEVIN, S.
Publisher: PHI Learning Pvt. Ltd.
ISBN: 8119364619
Category : Business & Economics
Languages : en
Pages : 353
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Book Description
The book, in its third edition has been thoroughly updated where necessary. It is a comprehensive textbook covering all aspects of derivatives. It contains a description of the four derivative instruments, namely, forwards, futures, options and swaps; the different types of derivative products such as currency forwards, currency futures, commodity futures, stock futures, index futures, interest rate futures, stock options, currency options, currency swaps and interest rate swaps; the pricing of forwards, futures and options; the process of risk management using derivatives. Beginning with an overview of derivatives and explaining the basic concepts of the four derivative instruments, it describes the features and trading processes of the different types of derivative products used for risk management. The Indian context and environment are highlighted in the explanation of the trading processes in order to familiarize the reader with the Indian derivatives market. The mathematical models used for pricing of futures and options are illustrated with examples. The contents of the text are supported with illustrative examples, diagrams, tables and review questions to reinforce the understanding of the subject matter. NEW TO THE THIRD EDITION • Introduces a new chapter on 'Risk Management with Derivatives' to explain different types of risks and how different types of derivatives are used for hedging the different types of risks. • Updates all examples with current values. TARGET AUDIENCE • MBA Finance • M.Com • Finance Professionals
