| 000 | 02382aam a2200193 4500 | ||
|---|---|---|---|
| 003 | OSt | ||
| 005 | 20161001140736.0 | ||
| 008 | 161001b xxu||||| |||| 00| 0 eng d | ||
| 020 | _a9781137554161 | ||
| 040 | _c | ||
| 082 |
_a332.6327 _bDER |
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| 245 | _aDerivatives and Hedge Funds | ||
| 260 |
_bPalgrave Macmillan _c2016 _aBasingstoke |
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| 300 | _a397p | ||
| 500 | _apt. 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. | ||
| 600 |
_aDerivative Securities - Hedging (Finance) _97021 |
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| 700 |
_aSatchell, Stephen _eEditor _97020 |
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| 942 |
_2ddc _cLB _k332.6327 _mDER |
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| 999 |
_c102865 _d102865 |
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