Derivatives and Hedge Funds

Contributor(s):

Satchell, Stephen [Editor]

Material type: Text

TextPublication details: Palgrave Macmillan 2016 BasingstokeDescription: 397pISBN:

9781137554161

Subject(s):

Derivative Securities - Hedging (Finance)

DDC classification:

332.6327 DER

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.6327 DER (Browse shelf(Opens below))	Available		M0031984

Total holds: 0

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Previous	332.6327 BOR The Ultimate Mutual Fund Guide: 17 Experts Pick the 46 Top Funds You Should Own	332.6327 CHE Structured Finance: The Object Oriented Approach	332.6327 COH The Sage Guide to Mutual Funds: Superior Investment Wisdom from the Number One Online Mutual Fund Gurus	332.6327 DER Derivatives and Hedge Funds	332.6327 DES Smart Money Moves: The Most Comprehensive, Ruthlessly Unbiased and easy-to-read Guide on Personal Finance	332.6327 DON Mutual Fund Superstars: Invest in the Best, Forget About the rest	332.6327 FER The Power of Passive Investing: More Wealth with Less Work	Next

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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