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[null,"1.","Record Nr.",null,"UNINA9910452456003321"]
[null,null,"Titolo",null,"Financial hedging [[electronic resource] /] / Patrick N. Catlere, editor"]
[null,null,"Pubbl/distr/stampa",null,"New York, : Nova Science Publishers, c2009"]
[null,null,"ISBN",null,"1-60876-670-5"]
[null,null,"Descrizione fisica",null,"1 online resource (283 p.)"]
[null,null,"Disciplina",null,"332.64/524"]
[null,null,"Soggetti",null,"Financial futures"]
[{"$nulls":4},"Hedging (Finance)"]
[{"$nulls":4},"Risk management"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"\"\"Financial Hedging\"\"; \"\"Contents\"\"; \"\"Preface\"\"; \"\"Research and Review Studies\"\"; \"\"Homogeneous and Non-homogeneous Semi-markov Backward Credit Risk Migration Models\"\"; \"\"Abstract\"\"; \"\"1. Introduction\"\"; \"\"2. Discrete Time Semi-markov Processes\"\"; \"\"3. Discrete Time Backward Semi-markov Processes\"\"; \"\"4. Reliability Models\"\"; \"\"5. Credit Risk Problem\"\"; \"\"6. Results from Homogeous Credit Risk Model\"\"; \"\"7. Results from Non Homogeous Credit Risk Model\"\"; \"\"References\"\"; \"\"Towards an Integrated Theory of Corporate Hedging and Capital Structure Decisions\"\"; \"\"Abstract\"\"; \"\"I. Introduction\"\""]
[{"$nulls":4},"\"\"II. Financial Distress Costs and Corporate Taxes Constitute an Optimal Degree of Leverage\"\"\"\"III. Corporate Hedging Benefits Shareholders by Reducing Financial Distress Costs and Taxes\"\"; \"\"IV. Corporate Hedging Benefits Shareholders by Raising Optimal Leverage\"\"; \"\"V. Trading-off the Costs and Benefits of Corporate Hedging: Who Hedges More?\"\"; \"\"VI. Case Study: Hewlett-Packard vs. Safeway\"\"; \"\"VII. Conclusions\"\"; \"\"References\"\"; \"\"Probability Weighting in Futures Hedging\"\"; \"\"Abstract\"\"; \"\"Introduction\"\"; \"\"Prospect Theory\"\"; \"\"The Weighting Function\"\""]
[{"$nulls":4},"\"\"Parameters of the Weighting Function\"\"\"\"Empirical Evidence\"\"; \"\"Research Method\"\"; \"\"Numerical Simulation\"\"; \"\"Results\"\"; \"\"Conclusion\"\"; \"\"References\"\"; \"\"Hedging Effectiveness with S&P500 Index Futures under Different Volatility Regimes\"\"; \"\"Abstract\"\"; \"\"1. Introduction\"\"; \"\"2. Hedging Strategy - Minimum Variance Hedge "]
[{"$nulls":4},"Ratio\"\"; \"\"3. Implementation of MVHR\"\"; \"\"4. Data and Empirical Results\"\"; \"\"5. Conclusion\"\"; \"\"References\"\"; \"\"American and European Portfolio Selection Strategies: The Markovian Approach\"\"; \"\"Abstract\"\"; \"\"1. Introduction\"\"; \"\"2. Modeling Markov Processes\"\""]
[{"$nulls":4},"\"\"3. The Portfolio Selection Problem\"\"\"\"4. A First Ex-Post Empirical Comparison among Dynamic Portfolio Strategies\"\"; \"\"5. Conclusion\"\"; \"\"6. Appendix: Some Possible Improvements\"\"; \"\"Acknowledgement\"\"; \"\"References\"\"; \"\"Hedging, Liquidity, and the Multinational Firm under Exchange Rate Uncertainty\"\"; \"\"Abstract\"\"; \"\"1. Introduction\"\"; \"\"2. The Model\"\"; \"\"3. Optimal Hedging and Sales Decisions\"\"; \"\"4. Hedging Role of Futures Spreads\"\"; \"\"5. Hedging Role of Options\"\"; \"\"6. Conclusions\"\"; \"\"References\"\"; \"\"Cross-Hedging for the Multinational Firm under Exchange Rate Uncertainty\"\"; \"\"Abstract\"\""]
[{"$nulls":4},"\"\"1. Introduction\"\"\"\"2. The Model\"\"; \"\"3. The Benchmark Case of Perfect Hedging\"\"; \"\"4. Optimal Decisions under Cross-Hedging\"\"; \"\"5. Hedging Role of Options\"\"; \"\"6. Conclusion\"\"; \"\"References\"\"; \"\"Option Pricing and Hedging in the Presence of Transaction Costs and Nonlinear Partial Differential Equations\"\"; \"\"Abstract\"\"; \"\"1. Introduction\"\"; \"\"2. Modelling the Transaction Costs\"\"; \"\"3. The Leland's Approach to Option Pricing and Hedging\"\"; \"\"4. Utility-Based Option Pricing and Hedging\"\"; \"\"5. Conclusion\"\"; \"\"Acknowledgements\"\"; \"\"References\"\"; \"\"Short Communications\"\""]
[{"$nulls":4},"\"\"Time Horizon-Specific Hedging in Commodity Markets\"\""]