Accounting for derivatives and hedging activities / / Frank J. Beil |
Autore | Beil Frank J. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
Descrizione fisica | 1 online resource (164 p.) |
Disciplina | 332.645 |
Collana | Financial accounting and auditing collection |
Soggetto topico |
Derivative securities - Accounting
Hedge funds - Accounting |
Soggetto genere / forma | Electronic books. |
Soggetto non controllato |
derivatives
hedges hedging financial instruments foreign currency hedge effectiveness cash flows fair value forwards options futures swaps interest rate derivatives |
ISBN | 1-60649-591-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Examples index -- 1. Financial reporting implications -- 2. Hedge criteria and hedge effectiveness -- 3. Accounting for fair value hedges -- 4. Cash flow hedges -- 5. Foreign currency hedges -- 6. Presentation and disclosure -- Appendix 1. Scope issues -- Appendix 2. Embedded derivatives -- Notes -- Index. |
Record Nr. | UNINA-9910452434303321 |
Beil Frank J. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Accounting for derivatives and hedging activities / / Frank J. Beil |
Autore | Beil Frank J. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
Descrizione fisica | 1 online resource (164 p.) |
Disciplina | 332.645 |
Collana | Financial accounting and auditing collection |
Soggetto topico |
Derivative securities - Accounting
Hedge funds - Accounting |
Soggetto non controllato |
derivatives
hedges hedging financial instruments foreign currency hedge effectiveness cash flows fair value forwards options futures swaps interest rate derivatives |
ISBN | 1-60649-591-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Examples index -- 1. Financial reporting implications -- 2. Hedge criteria and hedge effectiveness -- 3. Accounting for fair value hedges -- 4. Cash flow hedges -- 5. Foreign currency hedges -- 6. Presentation and disclosure -- Appendix 1. Scope issues -- Appendix 2. Embedded derivatives -- Notes -- Index. |
Record Nr. | UNINA-9910790522403321 |
Beil Frank J. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Accounting for derivatives and hedging activities / / Frank J. Beil |
Autore | Beil Frank J. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
Descrizione fisica | 1 online resource (164 p.) |
Disciplina | 332.645 |
Collana | Financial accounting and auditing collection |
Soggetto topico |
Derivative securities - Accounting
Hedge funds - Accounting |
Soggetto non controllato |
derivatives
hedges hedging financial instruments foreign currency hedge effectiveness cash flows fair value forwards options futures swaps interest rate derivatives |
ISBN | 1-60649-591-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Examples index -- 1. Financial reporting implications -- 2. Hedge criteria and hedge effectiveness -- 3. Accounting for fair value hedges -- 4. Cash flow hedges -- 5. Foreign currency hedges -- 6. Presentation and disclosure -- Appendix 1. Scope issues -- Appendix 2. Embedded derivatives -- Notes -- Index. |
Record Nr. | UNINA-9910810819403321 |
Beil Frank J. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Computational Finance |
Autore | Stentoft Lars |
Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
Descrizione fisica | 1 electronic resource (259 p.) |
Soggetto topico | Economics, finance, business & management |
Soggetto non controllato |
insurance
Solvency II risk-neutral models computational finance asset pricing models overnight price gaps financial econometrics mean-reversion statistical arbitrage high-frequency data jump-diffusion model instantaneous volatility directional-change seasonality forex bitcoin S& P500 risk management drawdown safe assets securitisation dealer behaviour liquidity bid–ask spread least-squares Monte Carlo put-call symmetry regression simulation algorithmic trading market quality defined contribution plan probability of shortfall quadratic shortfall dynamic asset allocation resampled backtests stochastic covariance 4/2 model option pricing risk measures American options exercise boundary Monte Carlo multiple exercise options dynamic programming stochastic optimal control asset pricing calibration derivatives hedging multivariate models volatility |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910557767003321 |
Stentoft Lars | ||
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Introduction to foreign exchange rates / / Thomas J. O'Brien |
Autore | O'Brien Thomas J. |
Edizione | [Second edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 |
Descrizione fisica | 1 online resource (189 pages) |
Disciplina | 332.45 |
Collana | Finance and financial management collection |
Soggetto topico | Foreign exchange rates |
Soggetto non controllato |
foreign exchange rates
forward FX contracts FX transaction exposure hedging interest rates international parity conditions purchasing power |
ISBN | 1-63157-613-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1. Foreign exchange rates and the FX market -- 2. Impact of foreign exchange rate changes -- 3. Purchasing power parity -- 4. Extensions of purchasing power parity -- 5. Interest rates and foreign exchange -- 6. Topics in uncovered interest rate parity -- 7. Forward FX contracts -- 8. Foreign exchange transaction exposure -- Houston Marine Electronics -- Notes -- References -- Index. |
Record Nr. | UNINA-9910155153003321 |
O'Brien Thomas J. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Introduction to foreign exchange rates / / Thomas J. O'Brien |
Autore | O'Brien Thomas J. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
Descrizione fisica | 1 online resource (202 p.) |
Disciplina | 332.45 |
Collana | Finance and financial management collection |
Soggetto topico | Foreign exchange rates |
Soggetto genere / forma | Electronic books. |
Soggetto non controllato |
foreign exchange rates
international parity conditions purchasing power interest rates forward FX contracts hedging FX transaction exposure |
ISBN | 1-60649-737-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Foreign exchange rates -- Foreign exchange rate volatility -- Purchasing power parity -- Extensions of purchasing power parity -- Interest rates and foreign exchange -- Topics in uncovered interest rate parity -- Forward FX contracts -- Foreign exchange transaction exposure -- Case. Houston Marine Electronics -- Notes -- References -- Index. |
Record Nr. | UNINA-9910464315903321 |
O'Brien Thomas J. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Introduction to foreign exchange rates / / Thomas J. O'Brien |
Autore | O'Brien Thomas J. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
Descrizione fisica | 1 online resource (202 p.) |
Disciplina | 332.45 |
Collana | Finance and financial management collection |
Soggetto topico | Foreign exchange rates |
Soggetto non controllato |
foreign exchange rates
international parity conditions purchasing power interest rates forward FX contracts hedging FX transaction exposure |
ISBN | 1-60649-737-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Foreign exchange rates -- Foreign exchange rate volatility -- Purchasing power parity -- Extensions of purchasing power parity -- Interest rates and foreign exchange -- Topics in uncovered interest rate parity -- Forward FX contracts -- Foreign exchange transaction exposure -- Case. Houston Marine Electronics -- Notes -- References -- Index. |
Record Nr. | UNINA-9910789307903321 |
O'Brien Thomas J. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Introduction to foreign exchange rates / / Thomas J. O'Brien |
Autore | O'Brien Thomas J. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 |
Descrizione fisica | 1 online resource (202 p.) |
Disciplina | 332.45 |
Collana | Finance and financial management collection |
Soggetto topico | Foreign exchange rates |
Soggetto non controllato |
foreign exchange rates
international parity conditions purchasing power interest rates forward FX contracts hedging FX transaction exposure |
ISBN | 1-60649-737-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Foreign exchange rates -- Foreign exchange rate volatility -- Purchasing power parity -- Extensions of purchasing power parity -- Interest rates and foreign exchange -- Topics in uncovered interest rate parity -- Forward FX contracts -- Foreign exchange transaction exposure -- Case. Houston Marine Electronics -- Notes -- References -- Index. |
Record Nr. | UNINA-9910823263303321 |
O'Brien Thomas J. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2013 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Managing commodity price risk : a supply chain perspective / / George A. Zsidisin, Janet L. Hartley, Barbara Gaudenzi, and Lutz Kaufmann |
Autore | Zsidisin George A. |
Edizione | [Second edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 |
Descrizione fisica | 1 online resource (xvi, 147 pages) |
Disciplina | 658.7 |
Collana | Supply and operations management collection |
Soggetto topico |
Prices
Business logistics Financial risk management |
Soggetto genere / forma | Electronic books. |
Soggetto non controllato |
commodity analysis
forecasting hedging market analysis price volatility risk management |
ISBN | 1-63157-064-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Section I. Background -- 1. Introduction to commodity price risk management -- 2. Assessing price risk exposure and risk tolerance -- Section II. Forecasting commodity prices -- 3. Forecasting short-term commodity prices -- 4. Forecasting long-term commodity prices -- Section III. Managing commodity price risk -- 5. Managing commodity price risk, direct commodity purchases -- 6. Managing commodity price risk, value chain purchases -- Section IV. Cases and additional observations -- 7. Political risk: the case of heavy rare earth metals -- 8. Using commodities as collateral: the case of China / Antonio Cesarano -- 9. Further insights on financial hedging instruments / Ugo Montagnini -- Notes -- References -- Index. |
Record Nr. | UNINA-9910149390003321 |
Zsidisin George A. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Managing commodity price risk : a supply chain perspective / / George A. Zsidisin, Janet L. Hartley, Barbara Gaudenzi, and Lutz Kaufmann |
Autore | Zsidisin George A. |
Edizione | [Second edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 |
Descrizione fisica | 1 online resource (xvi, 147 pages) |
Disciplina | 658.7 |
Collana | Supply and operations management collection |
Soggetto topico |
Prices
Business logistics Financial risk management |
Soggetto non controllato |
commodity analysis
forecasting hedging market analysis price volatility risk management |
ISBN | 1-63157-064-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Section I. Background -- 1. Introduction to commodity price risk management -- 2. Assessing price risk exposure and risk tolerance -- Section II. Forecasting commodity prices -- 3. Forecasting short-term commodity prices -- 4. Forecasting long-term commodity prices -- Section III. Managing commodity price risk -- 5. Managing commodity price risk, direct commodity purchases -- 6. Managing commodity price risk, value chain purchases -- Section IV. Cases and additional observations -- 7. Political risk: the case of heavy rare earth metals -- 8. Using commodities as collateral: the case of China / Antonio Cesarano -- 9. Further insights on financial hedging instruments / Ugo Montagnini -- Notes -- References -- Index. |
Record Nr. | UNINA-9910798956703321 |
Zsidisin George A. | ||
New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|