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Penelitian ini bertujuan untuk menganalisis efektivitas Bitcoin dan Ethereum sebagai instrumen hedging terhadap risiko portofolio saham di lima indeks negara berkembang, yaitu LQ45 (Indonesia), IBO…
Portfolio insurance has become a craze among institutional investors: over the past ten years, the value of assets managed under this strategy has grown from zero to more than -50 billion. This gui…
Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling and hed…
Di tengah ketidakpastian ekonomi global dan volatilitas pasar keuangan, State-Owned Enterprises (SOEs) menghadapi tantangan signifikan dalam mengelola risiko nilai tukar yang mempengaruhi operasion…
This book demonstrates how to join the ranks of successful companies which routinely use risk protection products to manage more effectively their asset liability and to tap worldwide commercial ma…
The term commodity has been extended to include such markets as fixed income, foreign exchange and stock market instruments. These financial commodity markets now account for the bulk of industry v…
Dramatic changes in foreign exchange rates between the major international currencies, along with extreme pressures on the European Monetary System, have made the hedging of currency and interest r…
This is a guide to currency and interest-rate hedging strategies and the conditions under which they can be used effectively. Taking into account market developments, it features chapters on intere…