IAS 39 Hedging Aligning theory with practice February 2005 2 Preface Contents Page Preface 1 Introduction 3 Hedge accounting under IAS 39 3 Hedge accounting at a glance 4…
Slide 1 IAS 32/39 Financial Instruments: Disclosure and Presentation Recognition and Measurement Slide 2 Agenda n Scope and definitions n IAS 32 –Liability and equity –Offsetting…
Is Volatility as an Asset Class the Missing Link? François Magny, CAIA Erdal Altintas Philippe Morissette September 2011 2 RDA Capital | 1000 Sherbrooke Street West, Suite…
Slide 1 1 Single Stock Option’s Seminar Part I Option Trading Overview By Steve D. Chang Morgan Stanley Dean Witter Part II Volatility Trading Concept and Application By…
TSMC Conference 2009 Alberto Sangiovanni-Vincentelli The Edgar L. and Harold H. Buttner Chair of EECS University of California at Berkeley Co-Founder, CTA and Member of the…