Dynamic asset allocation with forwards and futures
- ISBN: 9780387241074
- Editorial: Springer International Publishing AG
- Fecha de la edición: 2005
- Lugar de la edición: New York. Estados Unidos de Norteamérica
- Encuadernación: Cartoné
- Medidas: 25 cm
- Nº Pág.: 263
- Idiomas: Inglés
Papel: Cartoné
84,12 €
79,91 €
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This is an advanced text on the theory of forward 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 forward contracts. It should be of interest to students (majoring in finance with quantitative skills) academics (both theoreticians and empiricists), practitioners, and regulators.
