Microeconomic Risk Management And Macroeconom

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Part I: Preliminary Explorations: Introduction.- Part II: A Micro View: Optimal Risk Management: Backwardation and Optimal Hedging Demand in an Expected Utility Hedging Model; Mean- versus Minimum-Variance Hedging.- Part III: A Macro View: Economic Stability: Corporate Risk Management in Balance-Sheet Triggered Currency Crisis; Arbitrage Pressure, Positive Feedback Speculation, Selective Hedging, and Economic Stability: An Empirical Analysis and Catastrophe Modelling.- Conclusions. EAN/ISBN : 9783642015656 Publisher(s): Springer, Berlin Format: ePub/PDF Author(s): Rthig, Andreas

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