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Dynamics of basket hedging

Dynamics of basket hedging (CreditMetrics for baskets – the “Black-Scholes” of the Credit Derivatives market) Galin Georgiev January, 2000 Disclaimer This report represents only the personal opinions of the author and not those of J.P.Morgan, its subsidiaries or affiliates Summary

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Metallgesellschaft : A Prudent Hedger Ruined, or a Wildcatter on NYMEX

Metallgesellschaft : A Prudent Hedger Ruined, or a Wildcatter on NYMEX. Stephen Craig Pirrong Presented by Shuang Tang. MG’s Energy Market Activities. Product: 5- and 10-year fixed-price contracts on heating oil and gasoline firm fixed contract: specifies delivery schedule

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