预览加载中，请您耐心等待几秒...

FinancialEngineering.ppt

预览
1/10
2/10
3/10
4/10
5/10
6/10
7/10
8/10
9/10
10/10

亲，该文档总共29页，到这已经超出免费预览范围，如果喜欢就直接下载吧～

下载提示 文本预览

如果您无法下载资料，请参考说明：

1、部分资料下载需要金币，请确保您的账户上有足够的金币

2、已购买过的文档，再次下载不重复扣费

3、资料包下载后请先用软件解压，在使用对应软件打开

Chapter23 RiskManagement: AnintroductiontoFinancialEngineeringKeyConceptsandSkillsChapterOutlineExample:Disney’sRiskManagementPolicyHedgingVolatilityInterestRateVolatilityExchangeRateVolatilityCommodityPriceVolatilityTheRiskManagementProcessRiskProfilesReducingRiskExposureForwardContractsFigure23.7HedgingwithForwardsFuturesContractsFuturesQuotesHedgingwithFuturesSwapsExample:InterestRateSwapFigure23.10OptionContractsPayoffProfiles:CallsPayoffProfiles:PutsHedgingCommodityPriceRiskwithOptionsHedgingExchangeRateRiskwithOptionsHedgingInterestRateRiskwithOptionsQuickQuizComprehensiveProblemEndofChapter