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Book Cover
E-book
Author Alizadeh, Amir H., 1966-

Title Shipping derivatives and risk management / Amir H. Alizadeh & Nikos K. Nomikos
Published Basingstoke [England] ; New York : Palgrave Macmillan, 2009
Online access available from:
Springer eBooks    View Resource Record  

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Description 1 online resource (xxviii, 499 pages) : illustrations
Contents 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
Summary This comprehensive book introduces a new, fast-growing area in shipping which has attracted a lot 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 the practicalities 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
Bibliography Includes bibliographical references (pages 481-489) and index
Notes Print version record
Subject Risk management.
Shipping.
Form Electronic book
Author Nomikos, Nikos K., 1970-
Palgrave Connect (Online service)
ISBN 0230235808 (electronic bk.)
9780230235809 (electronic bk.)