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Authors: Varma, Jayanth R; Raghunathan, V;

Reference No: F&A0455 Pages: 19 Published on: 5, January, 2000

Abstract: When you hold put options on a convertible bond, it is considered to be a wonderful opportunity to profit from the upside potential of the underlying security while enjoying downside protection. A Singapore-based portfolio manager of a London-based fund has investments in Euro convertibles with put options of a large ... More

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Authors: Barua, Samir K; Varma, Jayanth R;

Reference No: F&A0456EX(A) Pages: 22 Published on: 15, May, 2000

Abstract: A case on the use of derivatives in managing commodity (gold) price risk covering strategic reasons for hedging, the linkages between corporate strategy, capital structure and the hedging strategy, as well as the risk analysis of derivative positions. ... More

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Authors: Barua, Samir K; Varma, Jayanth R;

Reference No: F&A0456EX(B) Pages: 6 Published on: 15, May, 2000

Abstract: A case dealing with fall-out of the use of derivatives in managing commodity (gold) price risk. Involves consideration of asset sales and mergers as ways to deal with illiquidity and financial distress. ... More

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Authors: Barua, Samir K; Varma, Jayanth R;

Reference No: F&A0456EX(C) Pages: 9 Published on: 15, May, 2000

Abstract: A case dealing with fall-out of the use of derivatives in managing commodity (gold) price risk. Involves analysis of the linkages between corporate strategy, capital structure and the hedging strategy, as well as the risk analysis of derivative positions. ... More

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Authors: Varma, Jayanth R;

Reference No: F&A0475 Pages: 8 Published on: 22, March, 2005

Abstract: Accounting and Valuation of Interest Rate caps demarcation between intrinsic value and time value for the purposes of hedge accounting. Accounting errors and restatements geography: United States. ... More

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Authors: Varma, Jayanth R;

Reference No: F&A0476 Pages: 10 Published on: 22, March, 2005

Abstract: Hedging of future forecasted revenues. Accounting issues and issues of hedging policy. Economic and transaction exposure. Exchange Rate Forecasting geography: India. ... More

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Authors: Varma, Jayanth R;

Reference No: F&A0480 Pages: 18 Published on: 28, March, 2008

Abstract: The case descibes the process and the motivation for Vedanta Group to move to primary listing from India to London. The valuation and governance issues are highligheted. ... More

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Authors: Varma, Jayanth R;

Reference No: F&A0483 Pages: 7 Published on: 26, March, 2010

Abstract: Electronic trading systems allow trades to be executed rapidly and efficiently, but also make it easy for traders to make errors by punching in the wrong numbers particularly while trading in a hurry. This case describes a large trading error at Mizuho Securities that cost the firm $335 million as well ... More

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Authors: Varma, Jayanth R.;

Reference No: F&A0506 Pages: 6 Published on: 1, January, 2013

Abstract: This case deals with hedging and risk management in companies. Surya Textiles had significant export revenues in euros and was looking for innovative ways of hedging foreign exchange risk to make their treasury a profit centre. Target Redemption Forward which hedged the euros into dollars was an attractive option which ... More

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Authors: Varma, Jayanth R;

Reference No: F&A0508 Pages: 8 Published on: 2, July, 2013

Abstract: The case describes two episodes where the basic valuation model (cost of carry model) for single stock futures appears to break down. The first involves market manipulation and the second involves an unexpected change in the record date for an already announced dividend. This breakdown leads to large losses for ... More

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Authors: Varma, Jayanth R;

Reference No: F&A0510 Pages: 7 Published on: 24, July, 2013

Abstract: The case deals with risk management issues related to a large calendar spread position in a highly seasonal and volatile commodity (natural gas). Apart from fundamental factors affecting the supply and demand for natural gas, the spread is also exposed to transient price movements in the futures market itself. The ... More

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