Futures and Put Options -- Chapter 13: Using Options for Tail Risk Hedging -- Chapter 14: Bond Portfolio Hedging with U ….S. Treasury Futures -- Chapter 15: Consumer Mortgage Portfolio Hedging with Interest Rate Swaps -- Chapter 16: Hedging Interest …: Quantifying Event Risk with Equity Options -- Chapter 24: Hedging Interest-Rate in High-Yield Bonds -- Chapter 25: The Role of …

welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy, options are the preferred …Upstream producers that possess market power, sell forwards with a lengthy duration to regional electricity companies … is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose. Options are less …

Floating Rate Instruments and Swaps -- 8 Stocks, Stock Markets and Stock Indices -- Part 2 Futures and Options -- 9 Futures and … (equities, interest and exchange rates, indices, bank loans), most vanilla and exotic derivatives (swaps, futures, options … Forwards -- 10 Options (I): General Description, Parity Relations, Basic Concepts and Valuation Using the Binomial Model -- 11 …

Zinssätze und Anleihen -- Futures und Forwards -- Swaps -- Optionen -- Grundlegende Modelle der Optionsbepreisung … und Futures • Swaps • Optionen • Finanzinnovationen und Derivate als Motor des Wachstums? Die AutorInnen Professor Dr … Dysfunktionen von Finanzmärkten • Der Finanzsektor im 21. Jahrhundert • Finanzmarktinfrastruktur • Zinsen und Anleihen • Forwards …