Derivatives and Hedge Funds
Derivatives and Hedge Funds
- Basingstoke Palgrave Macmillan 2016
- 397p
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.
9781137554161
Derivative Securities - Hedging (Finance)
332.6327 / DER
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.
9781137554161
Derivative Securities - Hedging (Finance)
332.6327 / DER