Alternative Investments and Strategies - Couverture rigide

Couverture rigide

ISBN 10 : 9814280100 ISBN 13 : 9789814280105

Editeur : World Scientific Publishing Co Pte Ltd, 2010

Synopsis

This book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. The asset classes that are discussed include: credit risk, cross-asset derivatives, energy, private equity, freight agreements, real alternative assets (RAA), and socially responsible investments (SRI). The coverage on trading and investment strategies are directed at portfolio insurance, especially constant proportion portfolio insurance (CPPI) and constant proportion debt obligation (CPDO) strategies, robust portfolio optimization, and hedging strategies for exotic options.

A propos du livre

Revue de presse

... the chapters are well coordinated and logically combined, which helps the reader keep the big picture in mind and follow the common themes ... Numerous graphs, diagrams, and tables make the book very accessible, enjoyable to read, and easy to understand ... Alternative Investments and Strategies is an excellent and profound introduction to the world of alternative assets and trading strategies. I recommend this book to academics and to practitioners who have a sound background in quantitative finance. If you are interested not only in asset classes other than those usually treated in standard theory, but also in innovative extensions of the classical mean-variance portfolio approach, this is the book for you. --Financial Markets and Portfolio Management

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 9814280100
• ISBN 13: 9789814280105
• Reliure: Relié
• Nombre de pages: 416
• Éditeur: Kiesel Rudiger, Zagst Rudi, Scherer Matthias
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible