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Author:Koulumies, Antti
Title:The optimal hedge ratio for hedging against price risk related to a cash position of a commodity
Publication type:Bachelor's thesis
Publication year:2008
Pages:25      Language:   eng
Department/School:Informaatio- ja luonnontieteiden tiedekunta
Degree programme:Tuotantotalouden tutkinto-ohjelma
Main subject:Tuotantotalous   (TU3009)
Supervisor:Järvenpää, Eila
Instructor:Jääskeläinen, Mikko
Electronic version URL: http://urn.fi/URN:NBN:fi:aalto-201303141755
Location:  
Keywords:Commodity
Optimal Hedge Ratio
Minimum variance hedge
Futures
Cash position
Regression
ED:2008-10-14
INSSI record number: 36442
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