Basis risk

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  • This chapter examines how investors can take advantage of the opportunity to profit from hedge fund investing in the technology sector. Over the years, technology-focused hedge funds have turned in outstanding performance numbers while minimizing risk in the most volatile segment of the market.

    pdf15p transang3 30-09-2012 30 6   Download

  • This chapter examines how investors can take advantage of the opportunity to profit from hedge fund investing in the technology sector. Over the years, technology-focused hedge funds have turned in outstanding performance numbers while minimizing risk in the most volatile segment of the market.

    pdf14p greengrass304 17-09-2012 26 5   Download

  • This dissertation addresses how the weather derivative hedges the corporate risk, how to price the indexed derivative as an exotic derivative instrument, and the implications of basis risk. These topics are summarized in an expanded uncertainty model. Under this framework, different hedging instruments for studying the optimal hedging portfolios are compared.

    pdf151p mualan_mualan 25-02-2013 46 15   Download

  • In January 2001 the Basel Committee on Banking Supervision has issued a consultative paper on the New Basel Capital Accord, that, once finalized, will replace the current Basel Accord from 1988 (Basel Committee 2001a). After an intensive consultation period with the banking industry and several modifications, the Basel Committee has outlined the future regulation of credit risks in the socalled third consultative paper that will be the basis for the final Basel II Accord. The proposed regulatory framework is based on three – mutually reinforcing – pillars...

    pdf841p taurus23 25-09-2012 136 101   Download

  • The basis of all business is buying and selling goods or services or a combination of the two. The word product is these days used for both goods and services. A television is a product and a particular type of insurance scheme may be described by the provider as a product. For the purposes of this Report the word product will be used in the former sense. Products are designed and produced and sold to customers as end items in themselves.

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  • The goal of Security Risk Management is to teach you practical techniques that will be used on a daily basis, while also explaining the fundamentals so you understand the rationale behind these practices. Security professionals often fall into the trap of telling the business that they need to fix something, but they can’t explain why. This book will help you to break free from the so-called "best practices" argument by articulating risk exposures in business terms.

    pdf354p hoa_can 05-02-2013 36 10   Download

  • In recent years, completion of the sequencing of the human genome as well as the genomes of dozens of other organisms and subsequent development of tools for comprehensive analysis of other cellular constituents have revolutionized biology. These new technologies, referred to broadly as “genomics,” have integrated biologic sciences with information sciences and engineering.

    pdf301p camnhung_1 14-12-2012 40 7   Download

  • We analyse the mathematical structure of portfolio credit risk models with particular regard to the modelling of dependence between default events in these models. We explore the role of copulas in latent variable models (the approach that underlies KMV and CreditMetrics) and use non-Gaussian copulas to present extensions to standard industry models. We explore the role of the mixing distribution in Bernoulli mixture models (the approach underlying CreditRisk+) and derive large portfolio approximations for the loss distribution.

    pdf27p enter1cai 12-01-2013 12 3   Download

  • This lecture will teach you how to fit nonlinear functions by using bases functions and how to control model complexity. The goal is for you to: Learn how to derive ridge regression; understand the trade-off of fitting the data and regularizing it; Learn polynomial regression; understand that, if basis functions are given, the problem of learning the parameters is still linear; learn cross-validation; understand model complexity and generalization.

    pdf28p allbymyself_08 22-02-2016 3 2   Download

  • Before entering into any investment, the risk of that venture must be identified and quantified. The Handbook of Risk provides in-depth coverage of risk from every possible angle and illuminates the subject by covering the quantitative and and behavioral issues faced by investment professionals on a day-to-day basis. This valuable reference offers a prescriptive and descriptive treatment of risk management for those looking to control, contain, and minimize the risk of their investments.

    pdf285p vigro23 24-08-2012 79 48   Download

  • Agricultural biotechnology offers great promise for Africa and tissue culture and marker-assisted selection are already in widespread use across the continent. However, the safe application of these technologies requires functioning biosafety systems. The report focuses on the special issues related to biosafety in Africa.Crops can be improved by conventional breeding, by tissue culture and by marker-aided selection. But for many improvements - such as drought and salinity tolerance - GM technology is going to be essential.

    pdf150p whitedaisy1010 07-05-2012 72 26   Download

  • Since 1 January 2003 a percentage rate of a contribution to work accident insurance has been differentiated for individual contribution payers and depends on risk category and on a number of persons notifi ed to work accident insurance. If the insured person is a member of an open pension fund, a part of the contribution to his or her old-age pension insurance, at a rate of 7.30% of the basis for assessment, is transferred by ZUS to the open pension fund selected by the insured person.

    pdf122p thangbienthai 27-11-2012 39 20   Download

  • On the basis of clarifying the general theoretical issues about market risk, methods of identifying, measuring and controlling market risk, thesis proposed solutions to improving market risk management ability at Vietnam Joint Stock Commercial Bank for Industry and Trade in accordance with international practices.

    doc29p luanan014 17-07-2014 56 12   Download

  • Specific micronutrient deficiencies may affect maternal and foetal health. Iodine deficiency during pregnancy may cause foetal brain damage and mental retardation in infants. Vitamin A deficiency increases the risk in pregnant women of infection and anaemia, may cause blindness during pregnancy and early lactation, and has been associated to an elevated risk of HIV mother-to-child transmission. Folate deficiency may cause severe foetal neural tube defects like anencephaly and spina bifida.

    pdf10p connicquy 20-12-2012 29 10   Download

  • CHAPTER 16 Choosing the Right CTA: A Contingent Claim Approach. Managed futures have enjoyed a significant increase as investments during the last one and a half decades, both on a stand-alone basis and as part of a well-diversified portfolio. Managed futures accounts, indeed, seem to offer investors significant advantages not accessible elsewhere.

    pdf13p mama15 21-10-2010 33 9   Download

  • The EU Water Framework Directive (2000/60/EC) is probably the most significant legislative instrument in the water field that was introduced on an international basis for many years. It moves towards integrated environmental management with key objectives to prevent any further deterioration of water bodies, and protect and enhance the status of aquatic ecosystems and associated wetlands. It aims to promote sustainable water consumption and will contribute to mitigating the effects of floods and droughts.

    pdf487p phoebe75 01-02-2013 21 9   Download

  • Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Discussion of risks of platinum resources based on a function orientated criticality assessment – shown by cytostatic drugs and automotive catalytic converters Diskussion der Risiken der Ressource Platin auf Basis eines um funktionale Faktoren erweiterten

    pdf12p dauphong12 08-02-2012 20 5   Download

  • Chương 3 trình bày về vấn đề phòng ngừa rủi ro trong sử dụng hợp đồng giao sau. Các nội dung chính trong chương này gồm: Nguyên tắc sử dụng hợp đồng giao sau để phòng ngừa rủi ro, Short hedge và Long hedge, lý do nên và không nên sử dụng future để phòng ngừa rủi ro, rủi ro cơ bản – Basis risk, phòng vệ chéo – Cross hedge, sử dụng hợp đồng giao sau để phòng ngừa rủi ro cho danh mục đầu tư.

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  • Indirect standardization is more appropriate for rare outcomes than direct standardization, resulting in the calculation of rates (McMichael and Giles, 1988). A limitation of this study is that we did not have access to information on potentially important risk factors such as lifestyle. Results for all causes of deaths were significantly lower compared to the autochthon German population. Overall SMR is reduced for the Aussiedler, therefore, they seem to be healthier or more resistant than the Germans and therefore they are much healthier than populations of countries from the FSU....

    pdf162p ti_du_hoang 13-08-2012 21 4   Download

  • This potential disparity in availability of private insurance between regions and crops is sometimes cited as a reason for government intervention (U.S. GAO, 1980; Appel, Lord, and Harrington, 1999), but here again, crop insurance is not unique. Many risk management tools used by farmers are available only in certain regions. For example, cash forward contracting is widely available for corn and soybean producers in the Midwest, although the same is not necessarily true for producers in regions where basis risk is high.

    pdf18p quaivatxanh 29-11-2012 22 4   Download

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