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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Dil İngilizce ● Biçim PDF ● Sayfalar 416 ● ISBN 9789814280112 ● Dosya boyutu 7.8 MB ● Editör Ruediger Kiesel & Rudi Zagst ● Yayımcı World Scientific Publishing Company ● Kent Singapore ● Ülke SG ● Yayınlanan 2010 ● İndirilebilir 24 aylar ● Döviz EUR ● Kimlik 2447993 ● Kopya koruma Adobe DRM
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