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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Lingua Inglese ● Formato PDF ● Pagine 416 ● ISBN 9789814280112 ● Dimensione 7.8 MB ● Editore Ruediger Kiesel & Rudi Zagst ● Casa editrice World Scientific Publishing Company ● Città Singapore ● Paese SG ● Pubblicato 2010 ● Scaricabile 24 mesi ● Moneta EUR ● ID 2447993 ● Protezione dalla copia Adobe DRM
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