.png){kind=logo}
Stock image for illustration purposes only - book cover, edition or condition may vary.
Dynamic Asset Allocation with Forwards and Futures
Lioui, Abraham; Poncet, Patrice
€ 126.64
FREE Delivery in Ireland
Description for Dynamic Asset Allocation with Forwards and Futures
Paperback. Num Pages: 264 pages, black & white illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 15. Weight in Grams: 402.
This book is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve in time, what optimal strategies one can expect the participants to follow, whether they pertain to arbitrage, speculation or hedging, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (MBAs majoring in finance with quantitative skills and PhDs in finance and financial economics), academics (both theoreticians and empiricists), practitioners, and regulators. Standard textbooks dealing with forward ... Read more
This book is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve in time, what optimal strategies one can expect the participants to follow, whether they pertain to arbitrage, speculation or hedging, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (MBAs majoring in finance with quantitative skills and PhDs in finance and financial economics), academics (both theoreticians and empiricists), practitioners, and regulators. Standard textbooks dealing with forward ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
264
Condition
New
Number of Pages
264
Place of Publication
New York, NY, United States
ISBN
9781441936899
SKU
V9781441936899
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Dynamic Asset Allocation with Forwards and Futures