Financial Hedging

By: Patrick N Catlere (Editor)

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Hardcover | 1 July 2009

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Hardcover
271 Pages

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26.4 x 18.2 x 2.4

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Preface; Homogeneous and Non-Homogeneous Semi-Markov Backward Credit Risk Migration Models; Towards an Integrated Theory of Corporate Hedging and Capital Structure Decisions; Probability Weighting in Futures Hedging; Hedging Effectiveness with S & P 500 Index Futures under Different Volatility Regimes; American and European Portfolio Selection Strategies: The Markovian Approach; Hedging, Liquidity, and the Multinational Firm; Cross-Hedging for the Multinational Firm Under Exchange Rate Uncertainty; Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations; Time Horizon-Specific Hedging in Commodity Markets; Simultaneous versus Separate Hedging Strategies; Index.

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Non-Fiction Accounting & Finance Finance Investment & Securities Commodities & Trading Mathematics Probability & Statistics

Preface	p. vii
Research and Review Studies	p. 1
Homogeneous and Non-homogeneous Semi-markov Backward Credit Risk Migration Models	p. 3
Towards an Integrated Theory of Corporate Hedging and Capital Structure Decisions	p. 57
Probability Weighting in Futures Hedging	p. 75
Hedging Effectiveness with S&P 500 Index Futures under Different Volatility Regimes	p. 95
American and European Portfolio Selection Strategies: The Markovian Approach	p. 119
Hedging, Liquidity, and the Multinational Firm	p. 153
Cross Hedging for the Multinational Firm Under Exchange Rate Uncertainty	p. 179
Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations	p. 199
Short Communications	p. 243
Short Communication A: Time Horizon-Specific Hedging in Commodity Markets	p. 245
Short Communication B: Simultaneous Versus Separate Hedging Strategies	p. 255
Index	p. 263
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Financial Hedging

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Hardcover

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