金融衍生品 英文课件(11)
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(Return to text slide)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 13
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Cபைடு நூலகம். 11: 8
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 14
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
(Return to text slide)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 16
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 11: Forward and Futures Hedging, Spread, and Target Strategies
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 1
Hedging Concepts (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 15
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts (continued)
u This is the change in the basis and
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 9
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 7
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
(Return to text slide)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 6
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
(Return to text slide)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 10
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 19
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Why Hedge?
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 3
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 5
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Why Hedge? (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 4
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 11
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 17
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
(Return to text slide)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 18
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Important Concepts in Chapter 11
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 2
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.
Hedging Concepts (continued)
Chance/Brooks
An Introduction to Derivatives and Risk Management, 9th ed.
Ch. 11: 12
© 2010 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part.