'Long position' presentation slideshows

1.31k views • 104 slides

www.ranasingh.org

DERIVATIVES -Dr. Rana Singh. www.ranasingh.org. Futures & Options. Derivatives. Part-I An Introduction. What is a Derivative Security?.

962 views • 95 slides

Managing Fixed-Income Positions with OTC Derivatives

1.15k views • 86 slides

REVIEW OF EXCHANGE RATE TRANSACTIONS AND INTERNATIONAL PARITIES

REVIEW OF EXCHANGE RATE TRANSACTIONS AND INTERNATIONAL PARITIES. Parity conditions. Exchange rates, interest rates, and prices must be linked We start with prices. Law of one p rice.

707 views • 60 slides

Currency Futures & Options Markets

Currency Futures & Options Markets. Objectives: to Understand. How currency futures and options contracts are used to manage currency risk & to speculate on future currency movements The nature of currency futures and options contracts and The difference between futures & options contracts

1.01k views • 59 slides

Currency Futures & Options Markets

Currency Futures & Options Markets. Objectives: to Understand. How currency futures and options contracts are used to manage currency risk & to speculate on future currency movements The nature of currency futures and options contracts and The difference between futures & options contracts

887 views • 59 slides

Value at Risk By A.V. Vedpuriswar

Value at Risk By A.V. Vedpuriswar. October 31 , 2010. Introduction. Value at Risk (VAR) is probably the most important tool for measuring market risk. VAR tells us the maximum loss a portfolio may suffer at a given confidence interval for a specified time horizon.

890 views • 58 slides

Mechanics of Futures Markets

Mechanics of Futures Markets. Chapter 2. Futures Contracts. Available on a wide range of underlyings Exchange traded Specifications need to be defined: What can be delivered, Where it can be delivered, & When it can be delivered Settled daily. Futures.

1k views • 40 slides

Hedging Strategies Using Futures

Hedging Strategies Using Futures. Chapter 3. Goals of Chapter 3. Basic principles and reasons of hedge using futures Introduce the basis risk ( ???? ) Derive the optimal hedge ratio for cross hedging ( ???? )

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Lecture Presentation Software to accompany Investment Analysis and Portfolio Management Seventh Edition by Frank K. Re

Lecture Presentation Software to accompany Investment Analysis and Portfolio Management Seventh Edition by Frank K. Reilly & Keith C. Brown. Chapter 21. Chapter 21 - An Introduction to Derivative Markets and Securities. Questions to be answered:

496 views • 31 slides

?????? : ??? Black-Scholes-Merton Theory of Derivative Pricing and Hedging

?????? : ??? Black-Scholes-Merton Theory of Derivative Pricing and Hedging. CH Han Dept of Quantitative Finance, Natl. Tsing-Hua Univ. Derivative Contracts. Derivatives, also called contingent claims , are contracts based on some underlying assets.

559 views • 31 slides

Derivatives Workshop

Derivatives Workshop. Actuarial Society October 30, 2007. Agenda. Intro to Derivatives Buying/Short-selling Forwards Options Swaps. What are Derivatives?. A financial instrument that has a value determined by price of something else

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Brief history of Derivatives

Brief history of Derivatives. History of derivatives is quite colorful and surprisingly a lot longer than most people think

335 views • 28 slides

Mohandas Gandhi

660 views • 25 slides

The Market for Foreign Exchange

4 Chapter four The Market for Foreign Exchange Chapter Objective: This chapter serves to introduce the student to the institutional framework within which exchange rates are determined.

702 views • 23 slides

The Market for Foreign Exchange

4 Chapter four. The Market for Foreign Exchange. Chapter Objective: This chapter serves to introduce the student to the institutional framework within which exchange rates are determined.

436 views • 21 slides

The Market for Foreign Exchange ( Eun and Resnick chapter 5)

The Market for Foreign Exchange ( Eun and Resnick chapter 5). FX Market Participants. The FX market is a two-tiered market: Interbank market (wholesale) About 100-200 banks worldwide stand ready to make a market in foreign exchange. Nonbank dealers account for about 40% of the market.

835 views • 17 slides

FINANCIAL FUTURES MARKETS

FINANCIAL FUTURES MARKETS. CHAPTER 13. Derivative Securities. What are Derivative Securities? High leverage securities that can be used to; Speculate or Hedge How do we speculate?

311 views • 12 slides

John Bracchini Dorris Chen Tiago Eiro James Krieger Gabriel Michalup

Fama-French Factors: Predictability and Asset Allocation Global Asset Allocation and Stock Selection La China Loca Asset Management Thursday, February 28 th 2002. John Bracchini Dorris Chen Tiago Eiro James Krieger Gabriel Michalup. Agenda. Methodology Fama-French Model

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Chapter 1 Web Extension 1A

Chapter 1 Web Extension 1A. An Overview of Derivatives. Topics in Web Extension. Overview of derivatives Forward contracts Futures contracts Options Swaps. Forward Contracts. 2 parties to contract, each with a basic position:

237 views • 8 slides