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Basic Fixed Income Derivative Hedging
Submitted by loner on 2 September, 2009 - 9:23amThis article introduces you to the basics of hedging fixed income derivatives trades. It is meant to be a practical guide to understanding basic hedging. Three common trade examples are presented with examples of different potential hedges. Volatility smiles are touched on, as are the Greeks (delta, gamma, theta, vega, rho) and other risk measures (PV01/DV01, duration, convexity). The language is written in layman’s terms as much as possible to facilitate understanding of hedging concepts without getting too deeply into complex mathematics.
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Wood Is New Coal as Polluters Use Carbon-Eating Trees
Submitted by loner on 7 June, 2009 - 1:12pm- Albrecht von Sydow
- American Electric Power Inc.
- Barack Obama
- Barclays Capital
- Berlin
- California
- Delphine Saucier
- Denmark
- Deutsche Bank
- Dresdner Kleinwort
- Edvard Lind
- electricity
- Elliot Campbell
- Endesa SA
- energy
- EUR
- Europe
- European Union
- Frankfurt
- Germany
- Guillermo Errea
- Hamburg
- Heinrich Unland
- House of Representatives
- Jared Diamond
- Jeremy van Loon
- John Perlin
- Josef Auer
- jvanloon@bloomberg.net.Last
- Konrad Boecker
- Madrid
- Mediterranean
- New York
- Novus Energy GmbH
- Ohio
- oil
- Paris
- Roman Baths Romans
- Rome
- RWE AG
- Spain
- Stockholm
- Trevor Sikorski
- United Nations
- United Nations Food and Agriculture Organization
- United States
- University of California
- USD
- Vattenfall AB
- western Europe
- Woodstone
- www.bloomberg.com/apps/news?pid=20601086&
June 2 (Bloomberg) -- Wood is becoming a hot commodity in a new low-carbon world.
Power companies are burning more trees because the renewable fuel can be cheaper than coal and ignited without needing permits to release carbon dioxide, the main greenhouse gas blamed for global warming.
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Gamma Scalping vs. Bleeding
Submitted by loner on 23 May, 2009 - 10:27pmhttp://learning.saxobank.com/forex/options/gamma_scalping.aspx
Introduction
As option theory hinges on volatility, the most basic decision for an investor involves his/her expectations with regards to the volatility of the market. An investor's view on the expected volatility will decide whether the person in question will be a seller or a buyer in the market.
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What did I say then?
......In contrast to Europe and North America, east Asia's economic integration through trade owe...
