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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Língua Inglês ● Formato PDF ● Páginas 416 ● ISBN 9789814280112 ● Tamanho do arquivo 7.8 MB ● Editor Ruediger Kiesel & Rudi Zagst ● Editora World Scientific Publishing Company ● Cidade Singapore ● País SG ● Publicado 2010 ● Carregável 24 meses ● Moeda EUR ● ID 2447993 ● Proteção contra cópia Adobe DRM
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