Dynamic Asset Allocation with Forwards and Futures, 2005
Auteurs : Lioui Abraham, Poncet Patrice
Advanced text on the theory of forward and futures markets, in-between a streamlined textbook and a research monograph
Emphasis is on economic meaning and financial interpretation rather than on mathematical rigor, also theoretical and practical differences between strategies using futures and those using forwards
Includes supplementary material: sn.pub/extras
Date de parution : 10-2010
Ouvrage de 264 p.
15.5x23.5 cm
Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).
Prix indicatif 105,49 €
Ajouter au panierDate de parution : 03-2005
Ouvrage de 264 p.
15.5x23.5 cm
Thèmes de Dynamic Asset Allocation with Forwards and Futures :
Mots-clés :
Finance; Futures; Futures markets; Hedging; Investment; Portfolio; Stochastic Interest Rates