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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Limba Engleză ● Format PDF ● Pagini 416 ● ISBN 9789814280112 ● Mărime fișier 7.8 MB ● Editor Ruediger Kiesel & Rudi Zagst ● Editura World Scientific Publishing Company ● Oraș Singapore ● Țară SG ● Publicat 2010 ● Descărcabil 24 luni ● Valută EUR ● ID 2447993 ● Protecție împotriva copiilor Adobe DRM
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