Alternative investments and strategies :: credit, derivatives, CPPI, investments, risk /

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, real alternative assets (RAA), and socially respo...

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Bibliographische Detailangaben
Weitere Verfasser: Kiesel, Rüdiger, 1962-, Scherer, Matthias, 1979-, Zagst, Rudi, 1961-
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hackensack, NJ : World Scientific, ©2010.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung: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, real alternative assets (RAA), 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 optio.
Beschreibung:1 online resource (xv, 397 pages) : illustrations
Bibliographie:Includes bibliographical references and index.
ISBN:9789814280112
9814280119

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