English
Dynamic asset allocation with forwards and futures.
Appartenance & droits
LIOUI Abraham ; PONCET Patrice
2005
263
0387241078
134.77-LIOUI
GESTION DE PORTEFEUILLE ; MODELE D'EVALUATION DES ACTIFS FINANCIERS ; MARCHE DES CAPITAUX ; INVESTISSEMENT ; SPECULATION ; MARCHE DERIVE ; TAUX D'INTERET ; PROBABILITES ; ENVIRONNEMENT ECONOMIQUE ; REPARTITION D'ACTIF
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] |
Commentaire :
ISBN 13 : 978-0387241074
Sommaire : Contents
Preface
Acknowledgements
Notations
Part I: The Basics
Chapter 1 - Forward and Futures Markets
Chapter 2 - Standard Pricing Results Under Deterministic and Stochastic Interest Rates
Part II: Investment and Hedging
Chapter 3 - Pure Hedging
Chapter 4 - Optimal Dynamic Portfolio Choice in Complete Markets
Chapter 5 - Optimal Dynamic Portfolio Choice in Incomplete Markets
Chapter 6 - Optimal Currency Risk Hedging
Chapter 7 - Optimal Spreading
Chapter 8 - Pricing and Hedging under Stochastic Dividend or Convenience Yield
Part III: General Equilibrium Pricing
Chapter 9 - Equilibrium Asset Pricing in an Endowment Economy with Non-Redundant Forward or Futures Contracts
Chapter 10 - Equilibrium Asset Pricing in a Production Economy with Non-Redundant Forward or Futures Contracts.
Chapter 11 - General Equilibrium Pricing of Futures and Forward Contracts written on the CPI
References
Subject Index
Langue : Anglais
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque