大葉大學圖書館 |

Shipping derivatives and risk management[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	388/.044
杜威分類號:	387
書名/作者:	Shipping derivatives and risk management/ Amir H. Alizadeh & Nikos K. Nomikos.
作者:	Alizadeh, Amir H.,
其他作者:	Nomikos, Nikos K.,
出版者:	Basingstoke [England] ; : Palgrave Macmillan,, 2009.
面頁冊數:	xxviii, 499 p. : : ill. ;; 23 cm.
標題:	Shipping.
標題:	Risk management.
ISBN:	9780230235809
ISBN:	0230235808
書目註:	Includes bibliographical references (p. 481-489) and index.
內容註:	Introduction to Risk Management and Derivatives -- Introduction to Shipping Markets -- Statistical Tools for Risk Analysis and Modelling --Freight Market Information -- Forward Freight Agreement -- Technical Analysis and Freight Trading Strategies -- Options on Freight Rates -- Pricing and Risk Management of Option Positions -- Value-at-Risk in Shipping and Freight Risk Management -- Financial and Interest Rate Risk Management in Shipping -- Credit Risk Measurement and Management in Shipping -- Ship Price Risk and Risk Management -- Real Options and Optionalities in Shipping.
摘要、提要註:	This comprehensive book introduces a new, fast-growing area in shipping which has attracted alot of attention not only from the shipping and transportation industry, but also from the banking,finance, and commodity trading sectors. The authors provide a complete and thorough overview of thepracticalities and functioning of this exciting market. Readers are shown how to analyse and measure the impact of financial risks in shipping investment and operations and how to select and execute effective strategies to minimise or eliminate such risks. In addition, several chapters are devoted to demonstrating how shipping derivatives instruments, both forwards and options, are priced and traded, and how they can be used for risk management and investment purposes. Numerical examples and real-life cases are used to illustrate the ideas and topics and new research findings in the area of shipping derivatives are presented and discussed.
電子資源:	access to fulltext (Palgrave)

Shipping derivatives and risk management[electronic resource] /
Alizadeh, Amir H.,1966-

Shipping derivatives and risk management[electronic resource] /Amir H. Alizadeh & Nikos K. Nomikos. - Basingstoke [England] ;Palgrave Macmillan,2009. - xxviii, 499 p. :ill. ;23 cm.

Includes bibliographical references (p. 481-489) and index.

Introduction to Risk Management and Derivatives -- Introduction to Shipping Markets -- Statistical Tools for Risk Analysis and Modelling --Freight Market Information -- Forward Freight Agreement -- Technical Analysis and Freight Trading Strategies -- Options on Freight Rates -- Pricing and Risk Management of Option Positions -- Value-at-Risk in Shipping and Freight Risk Management -- Financial and Interest Rate Risk Management in Shipping -- Credit Risk Measurement and Management in Shipping -- Ship Price Risk and Risk Management -- Real Options and Optionalities in Shipping.

This comprehensive book introduces a new, fast-growing area in shipping which has attracted alot of attention not only from the shipping and transportation industry, but also from the banking,finance, and commodity trading sectors. The authors provide a complete and thorough overview of thepracticalities and functioning of this exciting market. Readers are shown how to analyse and measure the impact of financial risks in shipping investment and operations and how to select and execute effective strategies to minimise or eliminate such risks. In addition, several chapters are devoted to demonstrating how shipping derivatives instruments, both forwards and options, are priced and traded, and how they can be used for risk management and investment purposes. Numerical examples and real-life cases are used to illustrate the ideas and topics and new research findings in the area of shipping derivatives are presented and discussed.

Electronic reproduction.
Basingstoke, England :
Palgrave Macmillan,
2009.

Mode of access:World Wide Web.

ISBN: 9780230235809Subjects--Topical Terms:

369813
Shipping.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HE571 / .A45 2009

Dewey Class. No.: 388/.044

Shipping derivatives and risk management[electronic resource] /
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020 $a 0230235808
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035 $a ocn449912034
040 $a UKPGM $b eng $c UKPGM
049 $a APTA
050 1 4 $a HE571 $b .A45 2009
082 0 4 $a 388/.044 $2 22
082 0 4 $a 387 $2 22
100 1 $a Alizadeh, Amir H., $d 1966- $3 377134
245 1 0 $a Shipping derivatives and risk management $h [electronic resource] / $c Amir H. Alizadeh & Nikos K. Nomikos.
260 $a Basingstoke [England] ; $a New York : $b Palgrave Macmillan, $c 2009.
300 $a xxviii, 499 p. : $b ill. ; $c 23 cm.
504 $a Includes bibliographical references (p. 481-489) and index.
505 0 $a Introduction to Risk Management and Derivatives -- Introduction to Shipping Markets -- Statistical Tools for Risk Analysis and Modelling --Freight Market Information -- Forward Freight Agreement -- Technical Analysis and Freight Trading Strategies -- Options on Freight Rates -- Pricing and Risk Management of Option Positions -- Value-at-Risk in Shipping and Freight Risk Management -- Financial and Interest Rate Risk Management in Shipping -- Credit Risk Measurement and Management in Shipping -- Ship Price Risk and Risk Management -- Real Options and Optionalities in Shipping.
520 $a This comprehensive book introduces a new, fast-growing area in shipping which has attracted alot of attention not only from the shipping and transportation industry, but also from the banking,finance, and commodity trading sectors. The authors provide a complete and thorough overview of thepracticalities and functioning of this exciting market. Readers are shown how to analyse and measure the impact of financial risks in shipping investment and operations and how to select and execute effective strategies to minimise or eliminate such risks. In addition, several chapters are devoted to demonstrating how shipping derivatives instruments, both forwards and options, are priced and traded, and how they can be used for risk management and investment purposes. Numerical examples and real-life cases are used to illustrate the ideas and topics and new research findings in the area of shipping derivatives are presented and discussed.
533 $a Electronic reproduction. $b Basingstoke, England : $c Palgrave Macmillan, $d 2009. $n Mode of access:World Wide Web. $n System requirements: Web browser. $n Title from title screen (viewed on Oct. 6, 2009). $n Access may berestricted to users at subscribing institutions.
650 0 $a Shipping. $3 369813
650 0 $a Risk management. $3 226935
655 7 $a Electronic books. $2 local $3 336502
700 1 $a Nomikos, Nikos K., $d 1970- $3 377135
710 2 $a Palgrave Connect (Online service) $3 370384
776 1 $c Original $z 9780230215917 $z 0230215912 $w (DLC) 2008041040 $w (OCoLC)244416651
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9780230235809 $z access to fulltext (Palgrave)