Alternative Investments And Strategies
Inbunden, Engelska, 2010
Av AL RUDIGER KIESEL ET, Al Rudiger Kiesel Et, Rudiger Kiesel, Rudi Zagst, Matthias Scherer, Germany) Kiesel, Rudiger (Univ Of Duisburg-essen, Germany) Zagst, Rudi (Technische Univ Munchen, Germany) Scherer, Matthias (Technische Univ Munchen
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Fri frakt för medlemmar vid köp för minst 249 kr.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, alternative real assets (ARA), 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.
Produktinformation
- Utgivningsdatum2010-06-22
- Mått161 x 239 x 29 mm
- Vikt734 g
- FormatInbunden
- SpråkEngelska
- Antal sidor416
- FörlagWorld Scientific Publishing Co Pte Ltd
- ISBN9789814280105