Articles liés à Dynamic Asset Allocation with Forwards and Futures
Synopsis
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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Dynamic Asset Allocation with Forwards and Futures
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Dynamic Asset Allocation with Forwards and Futures
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Dynamic Asset Allocation with Forwards and Futures
Edité par
SPRINGER NATURE Okt 2010, 2010
ISBN 10 : 1441936890
ISBN 13 : 9781441936899
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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. 264 pp. Englisch. N° de réf. du vendeur 9781441936899
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Dynamic Asset Allocation with Forwards and Futures
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 284. N° de réf. du vendeur 263091405
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Dynamic Asset Allocation with Forwards and Futures
impression à la demandeVendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Advanced text on the theory of forward and futures markets, in-between a streamlined textbook and a research monographEmphasis is on economic meaning and financial interpretation rather than on mathematical rigor, also theoretical and practical di. N° de réf. du vendeur 458484973
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Dynamic Asset Allocation with Forwards and Futures
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 284 10 Illus. N° de réf. du vendeur 5805074
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Dynamic Asset Allocation with Forwards and Futures
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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Etat : New. PRINT ON DEMAND pp. 284. N° de réf. du vendeur 183091399
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Dynamic Asset Allocation with Forwards and Futures
Edité par
Springer-Verlag New York Inc., 2010
ISBN 10 : 1441936890
ISBN 13 : 9781441936899
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 446. N° de réf. du vendeur C9781441936899
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Dynamic Asset Allocation with Forwards and Futures
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9781441936899
Quantité disponible : 2 disponible(s)
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Dynamic Asset Allocation with Forwards and Futures
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9781441936899_new
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