Shipping Derivatives and Risk Management

Shipping Derivatives and Risk Management

by A. Alizadeh, N. Nomikos

Paperback(1st ed. 2009)

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Product Details

ISBN-13: 9781349303441
Publisher: Palgrave Macmillan UK
Publication date: 04/28/2009
Edition description: 1st ed. 2009
Pages: 499
Product dimensions: 5.51(w) x 8.50(h) x 0.04(d)

About the Author


AMIR ALIZADEHis Reader in Shipping Economics and Finance at Cass Business School, City University, London, UK. His research interest includes modelling commodity and shipping freight markets, derivatives and risk management, and forecasting. He has published in several academic journals in the area of transportation, risk management, finance and economics, and has worked as an advisor and a consultant.

NIKOS NOMIKOS is Readerin Shipping Risk Management and Director of the MSc degree in Shipping, Trade and Finance at Cass Business School, City University, London, UK.He commenced his career at the Baltic exchange as Senior Market Analyst. Since November 2001, he has been with the Faculty of Finance at Cass Business School, where he specialises in the area of freight derivatives and risk management. He has published numerous papers in academic journals and his research hasbeen presentedin conferences world-wide. He also acts as a consultant on issues of risk management for a number of companies in the shipping and financial sectors.

Table of 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

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