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...
Saved in:
| Other Authors: | , , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hackensack, NJ :
World Scientific,
©2010.
|
| Subjects: | |
| Online Access: | CONNECT |
| Summary: | 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. |
|---|---|
| Item Description: | EBSCO eBook Business Collection EBSCO eBook Academic Comprehensive Collection North America |
| Physical Description: | 1 online resource (xv, 397 pages) : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9789814280112 9814280119 |
