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.
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Langue Anglais ● Format PDF ● Pages 416 ● ISBN 9789814280112 ● Taille du fichier 7.8 MB ● Éditeur Ruediger Kiesel & Rudi Zagst ● Maison d’édition World Scientific Publishing Company ● Lieu Singapore ● Pays SG ● Publié 2010 ● Téléchargeable 24 mois ● Devise EUR ● ID 2447993 ● Protection contre la copie Adobe DRM
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