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The Derivatives Market in South Africa : : Lessons for Sub-Saharan African Countries / / Olatundun Janet Adelegan
| The Derivatives Market in South Africa : : Lessons for Sub-Saharan African Countries / / Olatundun Janet Adelegan |
| Autore | Adelegan Olatundun Janet |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina |
332.63
332.63228 |
| Collana | IMF Working Papers |
| Soggetto topico |
Derivative securities - South Africa
Risk management - South Africa Finance: General Investments: Futures Investments: Options Foreign Exchange General Financial Markets: General (includes Measurement and Data) Contingent Pricing Futures Pricing option pricing Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Derivative markets Futures Options Futures markets Over-the-counter markets Financial markets Financial institutions Derivative securities Financial instruments |
| ISBN |
1-4623-8199-5
1-4518-7343-3 1-4527-9143-0 9786612844041 1-282-84404-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Background; III. Current State of the Market; 1. South Africa: Share of Emerging Market Over-the-Counter Derivatives, 2007; 1. Trading Volume of Over-the-Counter Derivatives in South Africa, 2001-07; 2. South Africa: Trading Volume of Exchange-Based Traded Derivatives, 2007; 2. Trading Volume of Exchange Based Options and Future Contracts in South Africa, 2001-2008; 3. Change in Exchange-Based Derivatives in South Africa 2001-07; 4. Economic and Capital Market Growth Rates in South Africa, 2001-06
5. Notional Amount of the Exchange-Traded Derivatives in South Africa 6. Rankings in Ease of Doing Business, Protecting Investors, and Enforcing Contracts in Selected Sub-Saharan African Countries for 2008; IV. Current Issues Affecting the Future of the Market; V. Lessons for Countries of Sub-Saharan Africa from South Africa's Experience; VI. Conclusion; References; Footnotes |
| Record Nr. | UNINA-9910788227703321 |
Adelegan Olatundun Janet
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Derivatives Market in South Africa : : Lessons for Sub-Saharan African Countries / / Olatundun Janet Adelegan
| The Derivatives Market in South Africa : : Lessons for Sub-Saharan African Countries / / Olatundun Janet Adelegan |
| Autore | Adelegan Olatundun Janet |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina |
332.63
332.63228 |
| Collana | IMF Working Papers |
| Soggetto topico |
Derivative securities - South Africa
Risk management - South Africa Contingent Pricing Derivative markets Derivative securities Finance Finance: General Financial institutions Financial Instruments Financial instruments Financial markets Foreign Exchange Futures markets Futures Pricing Futures General Financial Markets: General (includes Measurement and Data) Institutional Investors Investments: Futures Investments: Options Non-bank Financial Institutions Option pricing Options Over-the-counter markets Pension Funds |
| ISBN |
1-4623-8199-5
1-4518-7343-3 1-4527-9143-0 9786612844041 1-282-84404-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Background; III. Current State of the Market; 1. South Africa: Share of Emerging Market Over-the-Counter Derivatives, 2007; 1. Trading Volume of Over-the-Counter Derivatives in South Africa, 2001-07; 2. South Africa: Trading Volume of Exchange-Based Traded Derivatives, 2007; 2. Trading Volume of Exchange Based Options and Future Contracts in South Africa, 2001-2008; 3. Change in Exchange-Based Derivatives in South Africa 2001-07; 4. Economic and Capital Market Growth Rates in South Africa, 2001-06
5. Notional Amount of the Exchange-Traded Derivatives in South Africa 6. Rankings in Ease of Doing Business, Protecting Investors, and Enforcing Contracts in Selected Sub-Saharan African Countries for 2008; IV. Current Issues Affecting the Future of the Market; V. Lessons for Countries of Sub-Saharan Africa from South Africa's Experience; VI. Conclusion; References; Footnotes |
| Record Nr. | UNINA-9910828555103321 |
|
Adelegan Olatundun Janet
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial Instruments to Hedge Commodity Price Risk for Developing Countries / / Yinqiu Lu, Salih Neftci
| Financial Instruments to Hedge Commodity Price Risk for Developing Countries / / Yinqiu Lu, Salih Neftci |
| Autore | Lu Yinqiu |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | NeftciSalih |
| Collana | IMF Working Papers |
| Soggetto topico |
Prices - Developing countries
Commercial products - Economic aspects - Developing countries Revenue - Developing countries Options (Finance) - Developing countries Banks and Banking Investments: Commodities Investments: Options Macroeconomics Money and Monetary Policy Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Commodity Markets Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Finance Monetary economics Investment & securities Financial services law & regulation Options Commodity prices Credit default swap Commodities Hedging Derivative securities Prices Credit Commercial products Financial risk management |
| ISBN |
1-4623-9718-2
1-4527-9450-2 1-4518-6868-5 9786612840395 1-282-84039-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Smooth fluctuations in Commodity Revenue Collections-Option Transactions; A. Plain Vanilla Options; Figures; 1. A Put Option Structure; B. Risk Reversals; Tables; 1. Prices of ATM Options; 2. Prices of 20 Percent OTM Options; 2. A Zero Premium Risk Reversal Structure; C. Barrier Option Structures; 3. Prices of the Up-and-Out Put Options: H=120; 3. A Knock-out Option; III. Smooth Borrowing Cost-A Structured Product; A. The Instrument; B. Intermediary; 4. The Structure of the New Instrument; C. Pricing; 5 The Involvement of Investment Bank as an Intermediary |
| Record Nr. | UNINA-9910788247103321 |
|
Lu Yinqiu
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial Instruments to Hedge Commodity Price Risk for Developing Countries / / Yinqiu Lu, Salih Neftci
| Financial Instruments to Hedge Commodity Price Risk for Developing Countries / / Yinqiu Lu, Salih Neftci |
| Autore | Lu Yinqiu |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 338.52091724 |
| Altri autori (Persone) | NeftciSalih |
| Collana | IMF Working Papers |
| Soggetto topico |
Prices - Developing countries
Commercial products - Economic aspects - Developing countries Revenue - Developing countries Options (Finance) - Developing countries Banks and Banking Capital and Ownership Structure Commercial products Commodities Commodity Markets Commodity prices Credit default swap Credit Derivative securities Finance Financial Instruments Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Goodwill Hedging Institutional Investors Investment & securities Investments: Commodities Investments: Options Macroeconomics Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Non-bank Financial Institutions Options Pension Funds Prices Value of Firms |
| ISBN |
1-4623-9718-2
1-4527-9450-2 1-4518-6868-5 9786612840395 1-282-84039-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Smooth fluctuations in Commodity Revenue Collections-Option Transactions; A. Plain Vanilla Options; Figures; 1. A Put Option Structure; B. Risk Reversals; Tables; 1. Prices of ATM Options; 2. Prices of 20 Percent OTM Options; 2. A Zero Premium Risk Reversal Structure; C. Barrier Option Structures; 3. Prices of the Up-and-Out Put Options: H=120; 3. A Knock-out Option; III. Smooth Borrowing Cost-A Structured Product; A. The Instrument; B. Intermediary; 4. The Structure of the New Instrument; C. Pricing; 5 The Involvement of Investment Bank as an Intermediary |
| Record Nr. | UNINA-9910807490003321 |
|
Lu Yinqiu
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Incorporating Market Information into the Construction of the Fan Chart / / Prakash Kannan, Selim Elekdag
| Incorporating Market Information into the Construction of the Fan Chart / / Prakash Kannan, Selim Elekdag |
| Autore | Kannan Prakash |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 336.54 |
| Altri autori (Persone) | ElekdagSelim |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - Econometric models
Time-series analysis Asset prices Deflation Derivative securities Economic Forecasting Energy: Demand and Supply Finance Financial Instruments Forecasting and Simulation: Models and Applications Gdp forecasting Inflation Institutional Investors Investments: Options Macroeconomics National income Non-bank Financial Institutions Oil prices Options Pension Funds Price Level Prices |
| ISBN |
1-4623-6888-3
1-4527-4804-7 1-282-84389-3 9786612843891 1-4518-7325-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results
2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References |
| Record Nr. | UNINA-9910817190803321 |
|
Kannan Prakash
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Incorporating Market Information into the Construction of the Fan Chart
| Incorporating Market Information into the Construction of the Fan Chart |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 336.54 |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - Econometric models
Time-series analysis Inflation Investments: Options Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Forecasting and Simulation: Models and Applications Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Economic Forecasting Finance Oil prices Asset prices GDP forecasting Options National income Derivative securities |
| ISBN |
1-4623-6888-3
1-4527-4804-7 1-282-84389-3 9786612843891 1-4518-7325-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results
2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References |
| Record Nr. | UNINA-9910788228603321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Option-iPoD / / Christian Capuano
| The Option-iPoD / / Christian Capuano |
| Autore | Capuano Christian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 pages) : illustrations, tables |
| Disciplina | 332.63228 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Options (Finance) - Prices - Econometric models
Default (Finance) - Econometric models Accounting Financial Risk Management Investments: Options Investments: Stocks Macroeconomics Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors International Financial Markets Price Level Inflation Deflation Public Administration Public Sector Accounting and Audits Finance Investment & securities Financial reporting, financial statements Options Asset valuation Asset prices Stocks Financial statements Derivative securities Asset-liability management Prices Finance, Public |
| ISBN |
1-4623-3460-1
1-282-84145-9 1-4518-7052-3 1-4519-9132-0 9786612841453 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788232203321 |
|
Capuano Christian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Option-iPoD / / Christian Capuano
| The Option-iPoD / / Christian Capuano |
| Autore | Capuano Christian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 pages) : illustrations, tables |
| Disciplina | 332.63228 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Options (Finance) - Prices - Econometric models
Default (Finance) - Econometric models Accounting Asset prices Asset valuation Asset-liability management Deflation Derivative securities Finance Finance, Public Financial Instruments Financial reporting, financial statements Financial Risk Management Financial statements Inflation Institutional Investors International Financial Markets Investment & securities Investments: Options Investments: Stocks Macroeconomics Non-bank Financial Institutions Options Pension Funds Price Level Prices Public Administration Public Sector Accounting and Audits Stocks |
| ISBN |
1-4623-3460-1
1-282-84145-9 1-4518-7052-3 1-4519-9132-0 9786612841453 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. The Problem -- III. Solution -- IV. What can Equity Options Say About Default? -- V. Empirical Implementation -- VI. Results -- VII. Listen to Option -iPoD. The Collapse of Bear Stearns -- VIII. Caveats -- IX. Zero-Coupon Option-iPoD -- X. Conclusions -- Tables -- 1. Option Contracts Cycles -- 2. Citigroup, Strikes, Volume and Weights -- 3. Citigroup: Summary of Results -- 4. Citigropu: Leverage-at-Risk -- Figures -- 1. Citigroup, February 12, 2008: Option -iPoD and the Probability Density Function -- 2. Citigroup: Term-Structure of Option -iPoD on February 12, 2008 -- 3. Citigroup: Expected Balance Sheet Developments on February 12, 2008 -- 4. Moody's KMV Expected Default Frequency in One Year -- 5. Listen to Option -iPoD. The Collapse of Bear Stearns -- 6. Bear Stearns, March 14, 2008: Option -iPoD and the Probability Density Function -- Appendices -- 1. Results From The Ten Largest U.S. Financial Institutions -- 2. Extension with Zero-Coupon Bond -- References. |
| Record Nr. | UNINA-9910827082903321 |
|
Capuano Christian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma
| Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma |
| Autore | Loukoianova Elena |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (26 p.) |
| Altri autori (Persone) |
NeftciSalih
SharmaSunil |
| Collana | IMF Working Papers |
| Soggetto topico |
Contingencies in finance
Hedging (Finance) Lines of credit - Prices Banks and Banking Investments: Options Money and Monetary Policy Industries: Financial Services Contingent Pricing Futures Pricing option pricing Banks Depository Institutions Micro Finance Institutions Mortgages Simulation Methods Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Finance Monetary economics Banking Financial services law & regulation Lines of credit Loans Options Credit Financial institutions Money Credit risk Financial regulation and supervision Derivative securities Banks and banking Financial risk management |
| ISBN |
1-4623-2762-1
1-4527-0777-4 1-283-51191-6 9786613824363 1-4519-0809-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References"" |
| Record Nr. | UNINA-9910788415603321 |
|
Loukoianova Elena
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma
| Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma |
| Autore | Loukoianova Elena |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (26 p.) |
| Altri autori (Persone) |
NeftciSalih
SharmaSunil |
| Collana | IMF Working Papers |
| Soggetto topico |
Contingencies in finance
Hedging (Finance) Lines of credit - Prices Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Contingent Pricing Credit risk Credit Depository Institutions Derivative securities Finance Financial institutions Financial Instruments Financial regulation and supervision Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Futures Pricing Goodwill Industries: Financial Services Institutional Investors Investments: Options Lines of credit Loans Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages Non-bank Financial Institutions Option pricing Options Pension Funds Simulation Methods Value of Firms |
| ISBN |
1-4623-2762-1
1-4527-0777-4 1-283-51191-6 9786613824363 1-4519-0809-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References"" |
| Record Nr. | UNINA-9910808811403321 |
|
Loukoianova Elena
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
- Derivative securities (13)
- Finance (13)
- Financial Instruments (13)
- Institutional Investors (13)
-
Investments: Options
(13)
