This is an advanced text on the theory of forward and futures markets that aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. Between a streamlined textbook and a research monograph, the book emphasizes economic meaning and financial interpretation rather than mathematical rigor.
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Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
Hardcover. Etat : Very Good. 2005. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. N° de réf. du vendeur 0387241078-11-1
Quantité disponible : 1 disponible(s)
Vendeur : Ammareal, Morangis, France
Hardcover. Etat : Très bon. Ancien livre de bibliothèque avec équipements. Edition 2005. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Edition 2005. Ammareal gives back up to 15% of this item's net price to charity organizations. N° de réf. du vendeur H-528-316
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Vendeur : Ammareal, Morangis, France
Hardcover. Etat : Comme neuf. Edition 2005. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, As new. Edition 2005. Ammareal gives back up to 15% of this item's net price to charity organizations. N° de réf. du vendeur H-528-274
Quantité disponible : 1 disponible(s)
Vendeur : Ammareal, Morangis, France
Hardcover. Etat : Très bon. Ancien livre de bibliothèque avec équipements. Edition 2005. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Edition 2005. Ammareal gives back up to 15% of this item's net price to charity organizations. N° de réf. du vendeur H-528-448
Quantité disponible : 1 disponible(s)
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Etat : New. N° de réf. du vendeur 3515949-n
Quantité disponible : Plus de 20 disponibles
Vendeur : California Books, Miami, FL, Etats-Unis
Etat : New. N° de réf. du vendeur I-9780387241074
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Vendeur : MARCIAL PONS LIBRERO, MADRID, M, Espagne
TAPA DURA. Etat : New. N° de réf. du vendeur 100744214
Quantité disponible : 1 disponible(s)
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 3515949
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In. N° de réf. du vendeur ria9780387241074_new
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve in time, what optimal strategies one can expect the participants to follow, whether they pertain to arbitrage, speculation or hedging, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (MBAs majoring in finance with quantitative skills and PhDs in finance and financial economics), academics (both theoreticians and empiricists), practitioners, and regulators. Standard textbooks dealing with forward and futures markets generally focus on the description of the contracts, institutional details, and the effective (as opposed to theoretically optimal) use of these instruments by practitioners. The theoretical analysis is often reduced to the (undoubtedly important) cash-and-carry relationship and the computation of the simple, static, minimum variance hedge ratio. This book proposes an alternative approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework that is in line with what has been done many years ago for options markets. 286 pp. Englisch. N° de réf. du vendeur 9780387241074
Quantité disponible : 2 disponible(s)