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Item Details
Title: ALTERNATIVE INVESTMENTS AND STRATEGIES
By: Rudiger Kiesel (Editor), Matthias Scherer (Editor), Rudi Zagst (Editor)
Format: Hardback

List price: £130.00
Our price: £117.00
Discount:
10% off
You save: £13.00
ISBN 10: 9814280100
ISBN 13: 9789814280105
Availability: Usually dispatched within 1-3 weeks.
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Stock: Currently 0 available
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Pub. date: 22 June, 2010
Pages: 416
Description: Combines academic research and practical expertise on alternative assets and trading strategies in a different way. This book discusses asset classes including: credit risk, cross-asset derivatives, energy, private equity, freight agreements, real alternative assets (RAA), and socially responsible investments (SRI).
Synopsis: 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.
Publication: Singapore
Imprint: World Scientific Publishing Co Pte Ltd
Returns: Returnable
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INTEREST-RATE MANAGEMENT (HB)
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INTERNATIONAL ARBITRATION LAW REVIEW (HB)
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MULTIVARIATE CLAIM COUNT MODEL FOR APPLICATIONS IN INSURANCE
MULTIVARIATE CLAIM COUNT MODEL FOR APPLICATIONS IN INSURANCE (HB)
RISK-NEUTRAL VALUATION (HB)
RISK-NEUTRAL VALUATION (PB)
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS (HB)
SIMULATING COPULAS: STOCHASTIC MODELS, SAMPLING ALGORITHMS, AND APPLICATIONS (HB)
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