TAILIEUCHUNG - Research " Financial Derivatives in Corporate Risk Management "

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. | The Dissertation Committee for Mulong Wang Certifies that this is the approved version of the following dissertation Financial Derivatives in Corporate Risk Management Committee Patrick L. Brockett Supervisor s name Supervisor Richard D. MacMinn Co-Supervisor s name Co-Supervisor Jonathan F. Bard Member s name Douglas J. Morrice Member s name Thomas W. Sager Member s name Financial Derivatives in Corporate Risk Management by Mulong Wang . Dissertation Presented to the Faculty of the Graduate School of the University of Texas at Austin in Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy The University of Texas at Austin August 2001 UMI Number 3036610 _ ft UMI UMI Microform 3036610 Copyright 2002 by ProQuest Information and Learning Company. All rights reserved. This microform edition is protected against unauthorized copying under Title 17 United States Code. ProQuest Information and Learning Company 300 North Zeeb Road PO Box 1346 Ann Arbor MI .

• Thạc sĩ - Tiến sĩ - Cao học
• Financial Derivatives
• Corporate Risk Management
• thesis
• internship reports
• project course
• graduate thesis
• Learning management system
• Financial derivatives
• Lecture Financial derivatives
• Common financial derivatives
• Trading of derivatives
• Derivatives on the internet
• Financial derivatives market
• Benefits of derivatives
• Derivatives markets
• Weather sensitivity
• Financial management
• Weather risk
• Energy derivatives
• Financial Markets
• Derivative market in Brazil
• Types of Contracts
• The derivatives world
• Types of derivatives
• Categories of derivatives
• Nature of derivatives
• Exchange market
• Financial services
• Baring Bank
• International Financial Management
• Forward contracts
• Hedge Funds
• Hedge Project Bidding
• Hedge Receivables
• Long Hedge
• Short Hedge
• Internal auditing
• Managing transaction exposure
• Changing beta
• Individual stock
• Interest rate futures
• Interest rates
• Treasury bonds futures
• Cheapest to deliver bonds
• Value at Risk
• Calculating VAR
• Worst Case Scenario Analysis
• Clearwater seafoods
• Interest rate options
• Interest rate swaps
• Foreign currency swaps
• High Interest rates
• Exchange rate Fluctuation