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Displaying 1 - 3 of 3
Comparison of the principal component-based fixed income hedging strategies
Author: Rozov, Alexander, Author: Gan, Mengxin (Simon)
Date created: 2007
COMPARING PRICE MOVEMENTS OF OPTIONS AND THE UNDERLYING INDEX
Research Project (M.B.A.) - Simon Fraser University
Author: Li, Pingping, Author: Hu, Yiqun
Date created: 2010-09-02
CAN HEDGING AFFECT FIRM VALUE? AN OIL, GAS AND MINING PERSPECTIVE
MSc in Finance Project-Simon Fraser University
Author: Da Costa, J. Carlos L., Author: Singh, Jaspal
Date created: 2013-12-17

Date created

Resource type

  • Thesis (2)
  • Graduating extended essay / Research project (1)

Collection

  • Beedie School of Business: Segal Graduate School Final Projects (2)
  • Beedie School of Business Theses (1)

Scholarly level

  • Graduate student (Masters) (3)

Author

  • Da Costa, J. Carlos L. (1)
  • Gan, Mengxin (Simon) (1)
  • Hu, Yiqun (1)
  • Li, Pingping (1)
  • Rozov, Alexander (1)
  • Singh, Jaspal (1)

Thesis Advisor

  • Bick, Avi (1)

Peer reviewed?

  • No (1)

Keywords

  • (-) Hedging (3)
  • Principal components (1)
  • gas (1)
  • futures (1)
  • forwards (1)
  • firm (1)
  • Volatility (1)
  • Systematic and idiosyncratic risks (1)
  • Risk Management (1)
  • Profitability (1)
  • Options (1)
  • Derivatives (1)
  • Option pricing (1)
  • Oil (1)
  • Monotonicity Property (1)
  • Mining (1)
  • Market Risk (1)
  • Immunization (1)
  • Fixed income securities (1)
  • FRM (1)
  • Executive Compensation (1)
  • value (1)

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