Practical quantitative investment management with derivatives: Ebook. - Originally published in: 2001
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Bibliographic Details
Main Author: Cowell, Frances (Author)
Format: Electronic eBook
Language:English
Published: Basingstoke Palgrave Macmillan 2001
Subjects:
Online Access:UBR01
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Item Description:Adobe Ebook Reader
Introduction The Traditional Approach CAPM: The Basis for Most Quantitative Techniques in Investment Management Quantitative Asset Allocation Models: Strategic and Tactical Portfolio Protection Capital Guaranteed Portfolios Passive Asset Allocation Quantitative Stock Selection Models for Domestic Portfolios Quantitative Stock Section Models for International Portfolios Optimised Stock Selection Indexation Bonds and Fixed Interest Market Neutral (Hedge) Portfolios Completion Portfolio Management Basket Trading Performance The Use of Software in Investment Management Trends in Investment Management Summary: Tradition vs Quantitative Appendices Futures Forwards Swaps Options Convertible Notes Glossary
Physical Description:1 Online-Ressource (528 p S.)
Format:Document

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