published_or_final_version / Business Administration / Master / Master of Business Administration

by Mok Man-fai, Mansfield. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 49-50. / ABSTRACT --- p.i / ACKNOWLEDGEMENT --- p.ii / TABLE OF CONTENTS --- p.iii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- EURODOLLAR FUTURES AND OPTIONS --- p.3 / Eurodollar Futures --- p.3 / Hedging With Eurodollar Futures --- p.4 / Options On Eurodollar Futures --- p.5 / Contract Type --- p.5 / Contract Style --- p.6 / Contract Lifespan --- p.6 / Contract Value --- p.6 / Hedging With Eurodollar Options --- p.7 / Naked Positions --- p.7 / Chapter III. --- ASSET/LIABILITY MANAGEMENT --- p.9 / Gap Concept --- p.10 / Gap Analysis --- p.11 / Types of Gaps --- p.12 / Positive And Negative Gaps --- p.13 / Voluntary And Involuntary Gaps --- p.13 / Chapter IV. --- HEDGING THE GAP --- p.14 / Macro Hedge --- p.14 / Micro Hedge --- p.17 / Macro Hedge vs Micro Hedge --- p.17 / Chapter V. --- HEDGING METHODOLOGY --- p.19 / Cross Hedge Basis Risk --- p.20 / Hedge Ratio --- p.20 / Time Basis Risk . . --- p.21 / Basic Hedge With No Time Basis Risk --- p.23 / Example 1: Single 90-Day Gap --- p.24 / Example 2: Single 30-Day Gap --- p.24 / Example 3: Single 180-Day Gap --- p.25 / Example 4: Series of 90-day gaps --- p.25 / Example 5: Series of 30-Day Gaps --- p.26 / Basic Hedge With Time Basis Risk --- p.27 / Hedging Of A Series Of Liability Issues --- p.32 / Strip hedge --- p.32 / Stack hedge --- p.33 / Chapter VI. --- OPTIONS AND FUTURES --- p.35 / Similarities and Differences --- p.35 / Merits And Demerits --- p.37 / Chapter VII. --- REASONS FOR HEDGING --- p.39 / Merits --- p.39 / Demerits --- p.40 / Chapter VIII. --- THE SITUATION IN HONG KONG --- p.42 / Chapter IX. --- CONCLUSION --- p.45 / APPENDIX --- p.47 / BIBLIOGRAPHY --- p.49

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Thesis (Ph. D.)--University of Washington, 2002. / Vita. Includes bibliographical references (leaves 109-119).

Thesis (MBusiness-Research)--University of South Australia, 2001.

Thesis (Ph. D.)--Northeastern University, 2008. / Title from title page (viewed Feb. 27, 2009). Graduate School of Arts and Sciences, Dept. of Chemistry and Chemical Biology. Includes bibliographical references (p. 156-158).

Thesis (M.A.)--Virginia Polytechnic Institute and State University, 1993. / Vita. Abstract. Includes bibliographical references (leaves 88-91). Also available via the Internet.

Thesis (Ph. D.)--Northeastern University, 2009. / Title from title page (viewed June 22, 2009). Graduate School of Arts and Sciences, Dept. of Chemistry and Chemical Biology. Includes bibliographical references (p. 199-204)

Thesis (Ph. D.)--University of California, San Diego, 2000. / Vita. Includes bibliographical references.

Thesis (Ph. D.)--Arizona State University, 1992. / Includes bibliographical references (leaves [117]-123).