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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Språk Engelska ● Formatera PDF ● Sidor 416 ● ISBN 9789814280112 ● Filstorlek 7.8 MB ● Redaktör Ruediger Kiesel & Rudi Zagst ● Utgivare World Scientific Publishing Company ● Stad Singapore ● Land SG ● Publicerad 2010 ● Nedladdningsbara 24 månader ● Valuta EUR ● ID 2447993 ● Kopieringsskydd Adobe DRM
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