Sabtu, 27 Desember 2014

Modeling commodity prices



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Below are some topics which important for your thesis/dissertation:
Energy and commodity derivatives
Agricultural commodities
Metals
Energy products
Modeling commodity prices
Weather derivatives
Insurance derivatives
Pricing weather and insurance derivatives
How an energy producer can hedge risks
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Real options
Capital investment appraisal
Extension of the risk-neutral valuation framework
Estimating the market price of risk
Application to the valuation of a business
Evaluating options in an investment opportunity
We are experienced Consultant to help you finish your Thesis/Dissertation
We are located in South Jakarta, Kuningan, Rasuna Said

Derivatives mishaps and what we can learn from them
Lessons for all users of derivatives
Lessons for financial institutions
Lessons for nonfinancial corporations   
DerivaGem software
Major exchanges trading futures and options
Table for N(x) when x
Table for N(x) when x ?,
Author inde
Subject inde
BUSINESS SNAPSHOTS
The Lehman Bankruptcy
Hedge Funds
SocGen's Big Loss in
The Unanticipated Delivery of a Futures Contract
Long-Term Capital Management's Big Loss
Systemic Risk
Hedging By Gold Mining Companies
MetallgesellschaftHedging Gone Awry
What is the Risk-Free Rate?
Orange County's Yield Curve Plays
Liquidity and the - Financial Crisis
Kidder Peabody's Embarrassing Mistake
A Systems Error?
The CME Nikkei Futures Contract
Index Arbitrage in October
Day Counts Can Be Deceptive
The Wild Card Play
Asset-Liability Management by Banks
Extract from Hypothetical Swap Confirmation
The Hammersmith and Fulham Story
Basel I, Basel II, and Basel III
Gucci Group's Large Dividend
Tax Planning Using Options
Put-Call Parity and Capital Structure
Losing Money with Box Spreads
How to Make Money from Trading Straddles
Mutual Fund Returns Can be Misleading
What Causes Volatility?
Warrants, Employee Stock Options, and Dilution
Can We Guarantee that Stocks Will Beat Bonds in the Long Run?
Dynamic Hedging in Practice
Was Portfolio Insurance to Blame for the Crash of ?
Making Money from Foreign Currency Options
Crashophobia
Calculating Pi with Monte Carlo Simulation
Checking Black-Scholes-Merton in Excel
How Bank Regulators Use VaR
Downgrade Triggers and Enron's Bankruptcy
Who Bears the Credit Risk?
The CDS Market
Is the CDS Market a Fair Game?
Is Delta Hedging Easier or More Difficult for Exotics?
Put-Call Parity for Caps and Floors
Swaptions and Bond Options
Siegel's Paradox
IOs and POs
Hypothetical Confirmation for Nonstandard Swap
Hypothetical Confirmation for Compounding Swap
Hypothetical Confirmation for Equity Swap
Procter and Gamble's Bizarre Deal
Valuing Amazon.com
Big Losses by Financial Institutions
Big Losses by Nonfinancial Organizations
Convety Adjustments to Eurodollar Futures
Properties of the Lognormal Distribution
Warrant Valuation When Value of Equity plus Warrants Is Lognormal
Exact Procedure for Valuing American Calls on Stocks Paying a Single Dividend
Calculation of the Cumulative Probability in a Bivariate Normal Distribution
Differential Equation for Price of a Derivative on a Stock Paying a Known Dividend Yield
Differential Equation for Price of a Derivative on a Futures Price
Analytic Approximation for Valuing American Options
Generalized Tree-Building Procedure
The Cornish—Fisher Expansion to Estimate VaR
Manipulation of Credit Transition Matrices
Calculation of Cumulative Noncentral Chi-Square Distribution
Efficient Procedure for Valuing American-Style Lookback Options
The Hull—White Two-Factor Model
Valuing Options on Coupon-Bearing Bonds in a One-Factor Interest Rate Model
Construction of an Interest Rate Tree with Nonconstant Time Steps and Non-constant Parameters
The Process for the Short Rate in an HJM Term Structure Model
Valuation of a Compounding Swap
Valuation of an Equity Swap
Changing the Market Price of Risk for Variables That Are Not the Prices of Traded Securities
Hermite Polynomials and Their Use for Integration
Valuation of a Variance Swap
The Black, Derman, Toy Model
Proof that Forward and Futures Prices are Equal When Interest Rates Are Constant
A Cash-Flow Mapping Procedure
A Binomial Measure of Credit Correlation
Calculation of Moments for Valuing Asian Options
Calculation of Moments for Valuing Basket Options
Proof of Extensions to Ito's Lemma
The Return of a Security Dependent on Multiple Sources of Uncertainty

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