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Dynamic Asset Allocation with Forwards and Futures

Language EnglishEnglish
Book Hardback
Book Dynamic Asset Allocation with Forwards and Futures Abraham Lioui
Libristo code: 01381149
Publishers Springer-Verlag New York Inc., March 2005
This is an advanced text on the theory of forward and futures markets which aims at providing reader... Full description
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This is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (majoring in finance with quantitative skills) academics (both theoreticians and empiricists), practitioners, and regulators.

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About the book

Full name Dynamic Asset Allocation with Forwards and Futures
Author Abraham Lioui, Patrice Poncet
Language English
Binding Book - Hardback
Date of issue 2005
Number of pages 264
EAN 9780387241074
ISBN 0387241078
Libristo code 01381149
Publishers Springer-Verlag New York Inc.
Weight 584
Dimensions 242 x 165 x 24

Categories

Economics, Finance, Business & Management > Economics > Macroeconomics > Monetary economics
Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Economics, Finance, Business & Management > Economics > Economic theory & philosophy
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