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Viac o knihe
This master's thesis explores commodity futures contracts and their role in hedging against price risks, particularly in crude oil. It discusses the importance of optimal hedging strategies, focusing on minimum-variance hedging based on Markowitz portfolio theory, and examines various models, including value at risk (VaR) and conditional value at risk (C)VaR.
Nákup knihy
Hedging with Commodity Futures, Su Dai
- Jazyk
- Rok vydania
- 2013
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