Description
Dynamic Asset Allocation with Forwards and Futures, 2005
Authors: Lioui Abraham, Poncet Patrice
Language: EnglishSubjects for Dynamic Asset Allocation with Forwards and Futures:
Keywords
Finance; Futures; Futures markets; Hedging; Investment; Portfolio; Stochastic Interest Rates
Approximative price 105.49 €
In Print (Delivery period: 15 days).
Add to cart the book of Lioui Abraham, Poncet PatricePublication date: 10-2010
264 p. · 15.5x23.5 cm · Paperback
Approximative price 105.49 €
Subject to availability at the publisher.
Add to cart the book of Lioui Abraham, Poncet PatricePublication date: 03-2005
264 p. · 15.5x23.5 cm · Hardback
Description
/li>Contents
/li>Comment
/li>
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
These books may interest you
Derivatives Markets 184.47 €