Derivatives and Hedge Funds
Material type:
TextPublication details: Palgrave Macmillan 2016 BasingstokeDescription: 397pISBN: - 9781137554161
- 332.6327 DER
| Item type | Current library | Item location | Collection | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|---|
Book
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NIMA Knowledge Centre | 9th Floor Reading Zone | General | 332.6327 DER (Browse shelf(Opens below)) | Available | M0031984 |
pt. I Hedge Funds
1.Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio? / Bernd Scherer
2.Crude Oil Futures Markets: Another Look into Traders' Positions / Damir Tokic
3.Fund of Fledge Funds Portfolio Selection: A Multiple-Objective Approach / Sa Lu
4.A Primer on Structured Finance / Andreas A. Jobst
5.Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility / Zeno Adams
6.Index Futures Trading, Information and Stock Market Volatility: The Case of Greece / Dimitrios V. Vougas
7.Modelling and Trading the Gasoline Crack Spread: A Non-Linear Story / Ben Evans
8.The Relation between Bid-Ask Spreads and Price Volatility in Forward Markets / Ilias D. Visvikis
pt. II Markets, Pricing and Products
9.Introduction of Futures and Options on a Stock Index and Their Impact on the Trading Volume and Volatility: Empirical Evidence from the DJIA Components / Rafiqul Bhuyan
Contents note continued: 10.The Characteristics and Evolution of Credit Default Swap Trading / Owain ap Gwilym
11.The Performance Persistence of Equity Long/Short Hedge Funds / Markus M. Schmid
12.Examination of Fund Age and Size and Its Impact on Hedge Fund Performance / Meredith Jones
13.Great in Practice, Not in Theory: An Empirical Examination of Covered Call Writing / David Jackson
14.Hedge Funds and Higher Moment Portfolio Selection / Paul van Rensburg
15.Sovereign Wealth Funds
Investment Strategies and Financial Distress / Marco Rossi
16.Modeling Autocallable Structured Products / Craig McCann
17.The Beta Puzzle Revisited: A Panel Study of Hedge Fund Returns / Raymond Theoret
18.Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market / Sascha Wilkens.
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