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Introduction -- Arbitrage Trading in Energy Market and Risk Measurement -- Fuel Markets Connectedness and Fuel … quantitative analyses. Examples include unit root, cointegration, long-term equilibrium, stochastic arbitrage simulation …
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While the determinants of firms’ optimal hedging strategies on the micro level are well understood, there is rarely any literature dealing with macroeconomic consequences of microeconomic risk management. This book is concerned with the impact of diverse hedging policies on macroeconomic...
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-- Chapter 4 Modern Portfolio Theory -- Chapter 5 Asset Pricing -- Chapter 6 Introduction to Derivatives -- Chapter 7 Arbitrage … investment risk, market pricing and market efficiency, arbitrage, hedging, and the pricing and application of financial …
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