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Economic reforms and capital markets in Central Europe
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ISBN: 0754608840 Year: 2004 Publisher: Aldershot Ashgate

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Options, futures et autres actifs dérivés : corrigés des exercices
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ISBN: 9782744070822 2744070823 Year: 2004 Publisher: Paris: Pearson education,

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Trading in oil futures and options
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ISBN: 9781782420026 1782420029 1855733870 9781855733879 0849305195 9780849305191 Year: 2004 Publisher: Cambridge, England : Woodhead Publishing Limited,

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Trading in oil futures and options is an introduction to price risk management in the worldwide oil industry. With numerous practical examples, it requires no prior knowledge and should be read by everyone involved in the industry.Although aimed primarily at those new to risk management it will also provide a useful theoretical background to more experienced managers and it will show those in other markets how the oil industry uses futures and other derivatives.This book concentrates on all the risk management tools available to everyone from crude oil producer to refined produ


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A complete guide to technical trading tactics : how to profit using pivot points, candlesticks & other indicators
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ISBN: 111842901X 1280345837 9786610345830 0471659568 Year: 2004 Publisher: Hoboken, N.J. : J. Wiley,

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A thorough trading guide from a professional traderThe Complete Guide to Technical Trading Tactics can help the new individual investor understand the mechanics of the markets. Filled with in-depth insights and practical advice, this book details what it takes to trade and shows readers how they can broaden their horizons by investing in the futures and options markets. The Complete Guide to Technical Trading Tactics outlines a variety of proven methodologies-pivot points, candlesticks, and other top indicators-so readers may use those that work best for them as well as make their own trad

Understanding market, credit, and operational risk : the value at risk approach
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ISBN: 0631227091 Year: 2004 Publisher: Oxford Blackwell

Chinese yuan Renminbi: derivative products
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ISBN: 9812566082 981238927X 9786611877200 1281877204 9812565833 9789812565839 9789812389275 Year: 2004 Publisher: Singapore World Scientific

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With the CNY revaluation perspectives, hundreds of billions of USdollars have been invested in various types of CNY-related derivativeproducts. As a derivatives specialist with more than ten years'experience in the international financial market and with a workingexperience in China in the past few years, the author offers a volumeon trading and other practical issues of CNY- related derivativeproducts in the offshore marketplace.


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Volatility and correlation : the perfect hedger and the fox.
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ISBN: 9786610269105 Year: 2004 Publisher: Chichester Wiley

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Principles of financial engineering
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ISBN: 0125153945 9780125153942 Year: 2004 Publisher: Amsterdam Elsevier


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Options, futures, et autres actifs dérivés
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ISBN: 2744070181 9782744070181 Year: 2004 Publisher: Paris : Pearson/Prentice Hall,

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[9e éd.] Véritable référence mondiale, le livre de John Hull fait autorité aussi bien en salle de cours qu'en salle de marchés. Il fait le lien entre la théorie des actifs dérivés et leur pratique.Parmi ses points forts :• L'ouvrage le plus complet sur les actifs dérivés : contrats à terme, options, futures, swaps, etc.• De nombreux développements sur Bâle III, le modèle variance-gamma, les ajustements de convexité des contrats futures Eurodollar, les modèles de copula et les stock-options.• Un usage raisonné des mathématiques : explications claires, sélection de l’essentiel.• Une cinquantaine d’encadrés analysant des pratiques ou des cas d’entreprise.• Plus de 700 mises en situation sous forme de problèmes et exercices pour s’entraîner ou de questions d’approfondissement (« Corrigés » publiés chez le même éditeur).Actualisée et enrichie, cette neuvième édition se distingue notamment par :• Un chapitre inédit consacré aux taux sans risque, au risque de crédit et aux coûts de financement.• De nouveaux éléments sur l’utilisation des taux OIS (overnight indexed swap) dans le cadre des contrats d’actifs dérivés.• Des compléments sur la régulation des marchés de gré à gré.• La présentation de nouveaux produits, comme les options DOOM traitées sur le CBOE.


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Forecasting Commodity Prices : Futures Versus Judgment
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ISBN: 1462342981 1452787611 1281405698 1451893361 9786613780218 Year: 2004 Publisher: Washington, D.C. : International Monetary Fund,

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This paper assesses the performance of three types of commodity price forecasts—those based on judgment, those relying exclusively on historical price data, and those incorporating prices implied by commodity futures. For most of the 15 commodities in the sample, spot and futures prices appear to be nonstationary and to form a cointegrating relation. Spot prices tend to move toward futures prices over the long run, and error-correction models exploiting this feature produce more accurate forecasts. The analysis indicates that on the basis of statistical- and directional-accuracy measures, futures-based models yield better forecasts than historical-data-based models or judgment, especially at longer horizons.

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