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Hedging Commodities : A Practical Guide to Hedging Strategies with Futures and Options by Slobodan Jovanovic (2014, Trade Paperback)
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About this product
Product Identifiers
PublisherHarriman House Publishing
ISBN-100857193198
ISBN-139780857193193
eBay Product ID (ePID)177715589
Product Key Features
Book TitleHedging Commodities : a Practical Guide to Hedging Strategies with Futures and Options
Number of Pages454 Pages
LanguageEnglish
TopicInvestments & Securities / Commodities / General, Investments & Securities / General
Publication Year2014
IllustratorYes
GenreBusiness & Economics
AuthorSlobodan Jovanovic
FormatTrade Paperback
Dimensions
Item Height0.9 in
Item Weight15.9 Oz
Item Length10 in
Item Width8 in
Additional Product Features
Intended AudienceTrade
Dewey Edition23
Reviews"The book is easy to follow providing very simplified and clear examples of how to identify physical risk exposure and implement hedging concepts and strategies in various market circumstances." --Shanghai Metals Market
Dewey Decimal332.64524
Table Of ContentPREFACECORE OBJECTIVESPART 1. FORWARDS, FUTURES & SWAPS1. Evolution of Trade: From Physical to Derivative2. Introduction to Futures3. Commodity Futures Pricing4. Hedging Basics5. Hedge Patterns with Futures6. Commodity Futures Spreads7. Basis Controversy8. Commodity SwapsPART 2. BASIC FEATURES AND STRATEGIES OF OPTIONS9. Introduction to Options10. Basic Directional Trading Using Options11. Hedge Patterns with Options12. Typical Equity Hedging StrategiesPART 3. OPTIONS PRICING MODELS13. Determinants of Options Value14. European Put & Call Pricing Bounds15. Black-Scholes Pricing Model16. Binomial Option Pricing Model17. Parity RelationsPART 4. ADVANCED HEDGING STRATEGIES18. Hedging Long Underlying with a Bear Call Spread19. Hedging Short Underlying with a Bull Call Spread20. Collars and Fences21. Conversions and Reversals22. Covered Short Straddle & Strangle23. Accrued Profits ProtectionPART 5. OPTIONS SPREADS & COMBINATIONS24. Option Spread Strategies25. Call Ratio Spreads26. Put Ratio Spreads27. Options Combinations28. Synthetic InstrumentsIndex
SynopsisThis 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., PREFACE PRELIMINARIES 1 Short History of Commodity Markets: an Overview 2 London Metal Exchange: Brief History and Main Features PART 1. FORWARDS, FUTURES & SWAPS 1 Evolution of Trade: From Physical to Derivative 2 Introduction to Futures 3 Commodity Futures Pricing 4 Hedging Basics 5 Hedge Patterns with Futures 6 Commodity Futures Spreads 7 Basis ......, PREFACE PRELIMINARIES 1 Short History of Commodity Markets: an Overview 2 London Metal Exchange: Brief History and Main Features PART 1. FORWARDS, FUTURES & SWAPS 1 Evolution of Trade: From Physical to Derivative 2 Introduction to Futures 3 Commodity Futures Pricing 4 Hedging Basics 5 Hedge Patterns with Futures 6 Commodity Futures Spreads 7 Basis Controversy 8 Commodity Swaps PART 2. OPTIONS BASIC FEATURES AND STRATEGIES 9 Introduction to Options 10 Basic Directional Trading Using Options 11 Hedge Patterns with Options 12 Typical Equity Hedging Strategies OPTIONS PRICING MODELS 13 Determinants of Options Value 14 European Put & Call Pricing Bounds 15 Black-Scholes Pricing Model 16 Binomial Option Pricing Model 17 Parity Relations ADVANCED HEDGING STRATEGIES 18 Hedging Long Underlying with a Bear Call Spread 19 Hedging Short Underlying with a Bull Call Spread 20 Collars and Fences 21 Conversions and Reversals 22 Covered Short Straddle & Strangle 23 Accrued Profits Protection OPTIONS SPREADS & COMBINATIONS 24 Option Spread Strategies 25 Call Ratio Spreads 26 Put Ratio Spreads 27 Options Combinations 28 Synthetic Instruments Index
LC Classification NumberHG6024
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