Financial Risk Management MBA Workshop – Fuel Hedging Case – The Case for and against Jet Fuel Hedging
4 mins read Taking VaR to the next level – Shortfall approach and Jet Fuel Hedging On day one of our risk management
4 mins read Taking VaR to the next level – Shortfall approach and Jet Fuel Hedging On day one of our risk management
3 mins read a. How to determine Forward Rates from Spot Rates The relationship between spot and forward rates is given by the
14 mins read This is the transcript from the video recording for session three of selling treasury products where we use the case study of an oil refinery to show how to translate impact of crude oil price volatility into P&L and margin impact. This impact forms the basis for exposure estimation used to suggest an oil price hedging solution to a customer impacted by a change in crude oil prices.
2 mins read Trailing volatility or Volatility Trend Analysis Trailing Volatility or volatility Trend Analysis is the analysis of volatility trend lines. Volatility
3 mins read The put premium gives the conditional expectation of loss beyond the worst case loss, if the worst case loss occurred.
3 mins read Sharpe Ratio The Sharpe Ratio measures total risk-adjusted return. The value specifically is the ratio of excess return over the