Derivatives and Hedge Funds (Record no. 102865)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02382aam a2200193 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20161001140736.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 161001b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781137554161 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6327 |
| Item number | DER |
| 245 ## - TITLE STATEMENT | |
| Title | Derivatives and Hedge Funds |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Palgrave Macmillan |
| Date of publication, distribution, etc. | 2016 |
| Place of publication, distribution, etc. | Basingstoke |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 397p |
| 500 ## - GENERAL NOTE | |
| General note | pt. I Hedge Funds<br/>1.Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio? / Bernd Scherer<br/>2.Crude Oil Futures Markets: Another Look into Traders' Positions / Damir Tokic<br/>3.Fund of Fledge Funds Portfolio Selection: A Multiple-Objective Approach / Sa Lu<br/>4.A Primer on Structured Finance / Andreas A. Jobst<br/>5.Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility / Zeno Adams<br/>6.Index Futures Trading, Information and Stock Market Volatility: The Case of Greece / Dimitrios V. Vougas<br/>7.Modelling and Trading the Gasoline Crack Spread: A Non-Linear Story / Ben Evans<br/>8.The Relation between Bid-Ask Spreads and Price Volatility in Forward Markets / Ilias D. Visvikis<br/>pt. II Markets, Pricing and Products<br/>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<br/>Contents note continued: 10.The Characteristics and Evolution of Credit Default Swap Trading / Owain ap Gwilym<br/>11.The Performance Persistence of Equity Long/Short Hedge Funds / Markus M. Schmid<br/>12.Examination of Fund Age and Size and Its Impact on Hedge Fund Performance / Meredith Jones<br/>13.Great in Practice, Not in Theory: An Empirical Examination of Covered Call Writing / David Jackson<br/>14.Hedge Funds and Higher Moment Portfolio Selection / Paul van Rensburg<br/>15.Sovereign Wealth Funds<br/>Investment Strategies and Financial Distress / Marco Rossi<br/>16.Modeling Autocallable Structured Products / Craig McCann<br/>17.The Beta Puzzle Revisited: A Panel Study of Hedge Fund Returns / Raymond Theoret<br/>18.Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market / Sascha Wilkens. |
| 600 ## - SUBJECT ADDED ENTRY--PERSONAL NAME | |
| Personal name | Derivative Securities - Hedging (Finance) |
| 9 (RLIN) | 7021 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Satchell, Stephen |
| Relator term | Editor |
| 9 (RLIN) | 7020 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Call number prefix | 332.6327 |
| Call number suffix | DER |
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