A comprehensive book on shipping derivatives and risk management which covers the theoretical and practical aspects of financial risk in shipping. The book provides a thorough overview of the practice of risk management in shipping with the use of theoretical examples and real-life applications.
|Publisher:||Palgrave Macmillan UK|
|Edition description:||1st ed. 2009|
|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 ContentsIntroduction 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