عنوان
پدید آورنده
موضوع
رده
HG4515.2 .L56 2005
HG4515
.
2
.
L56
2005
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
038724106X
(Number (ISBN
0387241078
(Number (ISBN
1280234105
(Number (ISBN
6610234108
(Number (ISBN
9780387241067
(Number (ISBN
9780387241074
(Number (ISBN
9781280234101
(Number (ISBN
9786610234103
NATIONAL BIBLIOGRAPHY NUMBER
Number
b779381
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Dynamic asset allocation with forwards and futures /
General Material Designation
[Book]
First Statement of Responsibility
by Abraham Lioui and Patrice Poncet.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
©2005.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xvii, 263 pages) :
Other Physical Details
illustrations
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 252-260) and index.
CONTENTS NOTE
Text of Note
Preface -- Acknowledgements -- Notations -- Part I: The Basics -- Forward and Futures Markets -- Standard Pricing Results Under Deterministic and Stochastic Interest Rates -- Part II: Investment and Hedging -- Pure Hedging -- Optimal Dynamic Portfolio Choice in Complete Markets -- Optimal Dynamic Portfolio Choice in Incomplete Markets -- Optimal Currency Risk Hedging -- Optimal Spreading -- Pricing and Hedging under Stochastic Dividend or Convenience Yield -- Part III: General Equilibrium Pricing -- Equilibrium Asset Pricing in an Endowment Economy with Non-Redundant Forward or Futures Contracts -- Equilibrium Asset Pricing in a Production Economy with Non-Redundant Forward or Futures Contracts -- General Equilibrium Pricing of Futures and Forward Contracts written on the CPI -- References -- Subject Index.
0
SUMMARY OR ABSTRACT
Text of Note
"Dynamic Asset Allocation with Forwards and Futures is an advanced text on the theory of forwards and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets, and what major theoretical and practical differences distinguish futures from forwards contracts."--Jacket.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Springer
Stock Number
978-0-387-24107-4
OTHER EDITION IN ANOTHER MEDIUM
Title
Dynamic asset allocation with forwards and futures.
International Standard Book Number
0387241078
PIECE
Title
Springer e-books
TOPICAL NAME USED AS SUBJECT
Capital assets pricing model.
Equilibrium (Economics)
Hedging (Finance)
Affaires.
BUSINESS & ECONOMICS-- Investments & Securities-- Futures.
Capital assets pricing model.
Capital assets pricing model.
Economie de l'entreprise.
Equilibrium (Economics)
Equilibrium (Economics)
Futures.
Hedging (Finance)
Hedging (Finance)
Hedging.
Science économique.
Termijnhandel.
(SUBJECT CATEGORY (Provisional
BUS-- 036020
HG
KFF
DEWEY DECIMAL CLASSIFICATION
Number
332
.
64/524
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4515
.
2
Book number
.
L56
2005
OTHER CLASS NUMBERS
Class number
85
.
30
Class number
F830
.
59-32
System Code
bcl
System Code
clc
PERSONAL NAME - PRIMARY RESPONSIBILITY
Lioui, Abraham.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Poncet, Patrice.
ORIGINATING SOURCE
Date of Transaction
20201206183037.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
