Commodity risk management and finance / Theophilos Priovolos and Ronald C. Duncan, editors.

Contributor(s): Priovolos, Theophilos [editor] | Duncan, Ronald C, 1936- [editor] | World Bank
Language: English Publisher: Washington, D.C. : Oxford University Press, c1991Description: xii, 173 pages : illustrations ; 25 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 0195208676 (Oxford University Press)Subject(s): Commodity-backed bonds | Debts, External -- Developing countriesDDC classification: 338.02 LOC classification: HG4651 | .C694 1991Online resources: Publisher description
Contents:
Introduction -- Theophilos Priovolos and Ronald C. Duncan -- Experience with commodity-linked issues / Theophilos Priovolos -- The demand for commodity bonds / Moctar A. Fall -- A review of methods for pricing commodity-linked securities / Theophilos Priovolos -- Pricing commodity bonds using binomial option pricing / Raghuram Rajan -- Optimal external debt management with commodity-linked bands / Robert J. Myers and Stanley R. Thompson -- Integrating commodity and exchange rate risk management : implications for external debt management / Stijn Claessens -- Hedging with commodity-linked bonds under price risk and capital constraints / Richard J. Ball and Robert J. Myers -- Financial instruments for consumption smoothing by commodity-dependent exporters / Brian Wright and David Newbery -- Securitizing development finance : the role of partial guarantees and commodity contingency / Ronald Anderson, Christopher Gilbert, and Andrew Powell -- Conclusion / Theophilos Priovolos and Ronald C. Duncan.
Summary: Outlines the advantages that commodity-linked financial measures have in the external financing of developing countries over foreign-currency-dominated, general obligation borrowing or direct foreign investment.
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BOOK BOOK COLLEGE LIBRARY
COLLEGE LIBRARY
SUBJECT REFERENCE 		338.02 C737 1991 (Browse shelf) Available Cl-29572
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Includes index

Includes bibliographical references (p. 157-167)

Introduction --
Theophilos Priovolos and Ronald C. Duncan --
Experience with commodity-linked issues / Theophilos Priovolos --
The demand for commodity bonds / Moctar A. Fall --
A review of methods for pricing commodity-linked securities / Theophilos Priovolos --
Pricing commodity bonds using binomial option pricing / Raghuram Rajan --
Optimal external debt management with commodity-linked bands / Robert J. Myers and Stanley R. Thompson --
Integrating commodity and exchange rate risk management : implications for external debt management / Stijn Claessens --
Hedging with commodity-linked bonds under price risk and capital constraints / Richard J. Ball and Robert J. Myers --
Financial instruments for consumption smoothing by commodity-dependent exporters / Brian Wright and David Newbery --
Securitizing development finance : the role of partial guarantees and commodity contingency / Ronald Anderson, Christopher Gilbert, and Andrew Powell --
Conclusion / Theophilos Priovolos and Ronald C. Duncan.

Outlines the advantages that commodity-linked financial measures have in the external financing of developing countries over foreign-currency-dominated, general obligation borrowing or direct foreign investment.

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