Neutral And Indifference Portfolio Pricing Hedging And Investing
Download Neutral And Indifference Portfolio Pricing Hedging And Investing full books in PDF, epub, and Kindle. Read online free Neutral And Indifference Portfolio Pricing Hedging And Investing ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Neutral and Indifference Portfolio Pricing Hedging and Investing
Author | : Srdjan Stojanovic |
Publsiher | : Springer Science & Business Media |
Total Pages | : 274 |
Release | : 2011-09-28 |
Genre | : Mathematics |
ISBN | : 9780387714172 |
Download Neutral and Indifference Portfolio Pricing Hedging and Investing Book in PDF, Epub and Kindle
This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets. Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).
Neutral and Indifference Portfolio Pricing Hedging and Investing
Author | : Srdjan Stojanovic |
Publsiher | : Springer |
Total Pages | : 0 |
Release | : 2011-08-31 |
Genre | : Mathematics |
ISBN | : 0387565590 |
Download Neutral and Indifference Portfolio Pricing Hedging and Investing Book in PDF, Epub and Kindle
This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets. Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).
Market Neutral Strategies
Author | : Bruce I. Jacobs,Kenneth N. Levy |
Publsiher | : John Wiley & Sons |
Total Pages | : 304 |
Release | : 2005-02-22 |
Genre | : Business & Economics |
ISBN | : 9780471714446 |
Download Market Neutral Strategies Book in PDF, Epub and Kindle
An inside view of what makes market neutral strategies tick and how they can be implemented Market neutral strategies have gained attention for their potential to deliver positive returns regardless of the direction of underlying markets. As these strategies have built a record of good performance in recent years, their benefits have become apparent. Market Neutral Strategies draws on the wisdom and experience of professional practitioners to describe strategies that are being utilized by some of today's leading institutional investors. This book provides readers with an insider's view of what makes these strategies work and how they can be implemented successfully. Topics covered include long-short equity and convertibles, fixed income and merger arbitrage; the tax and ERISA implications of market neutral investing; and the failure of two notorious "market neutral" ventures, Askin Capital Management and Long-Term Capital Management. Bruce I. Jacobs (Florham Park, NJ) and Kenneth N. Levy are cofounders and principals of Jacobs Levy Equity Management, in Florham Park, New Jersey. They are coauthors of Equity Management: Quantitative Analysis for Stock Selection. Bruce Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is also the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes.
Market neutral Investing
![Market neutral Investing](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Anonim |
Publsiher | : Unknown |
Total Pages | : 135 |
Release | : 2000 |
Genre | : Hedge funds |
ISBN | : OCLC:253928912 |
Download Market neutral Investing Book in PDF, Epub and Kindle
Pricing and Hedging Financial Derivatives
Author | : Leonardo Marroni,Irene Perdomo |
Publsiher | : John Wiley & Sons |
Total Pages | : 277 |
Release | : 2013-12-23 |
Genre | : Business & Economics |
ISBN | : 9781119953715 |
Download Pricing and Hedging Financial Derivatives Book in PDF, Epub and Kindle
The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code
Risk neutral Valuation
Author | : Nicholas H. Bingham,Rüdiger Kiesel |
Publsiher | : Unknown |
Total Pages | : 135 |
Release | : 1998 |
Genre | : Finance |
ISBN | : 1447136217 |
Download Risk neutral Valuation Book in PDF, Epub and Kindle
Market Neutral Investing
![Market Neutral Investing](https://youbookinc.com/wp-content/uploads/2024/06/cover.jpg)
Author | : Joseph G. Nicholas |
Publsiher | : Unknown |
Total Pages | : 265 |
Release | : 2003 |
Genre | : Hedge funds |
ISBN | : 9798170945382 |
Download Market Neutral Investing Book in PDF, Epub and Kindle
Market Neutral Investing
Author | : G Joseph Nicholas,Vision Books Private, Limited |
Publsiher | : Unknown |
Total Pages | : 0 |
Release | : 2005-03 |
Genre | : Electronic Book |
ISBN | : 8170945380 |
Download Market Neutral Investing Book in PDF, Epub and Kindle
In volatile markets, controlling downside risk is critical in order to achieve strong returns and market-neutral investing has emerged as a leading method for achieving this goal. In this book, U.S. investment expert Joseph G. Nicholas explores important new market-neutral approaches to return enhancement and risk reduction. Market-neutral strategies help in eliminating certain market risks through offsetting long and short positions and can be used with all the different asset classes. The complexities created by the combination of longs, shorts, and leverage, however, make market-neutral strategies very different from conventional investments. Getting to know how these strategies work involves breaking them down into their basic components and then examining how those parts interact as a system with specific risk and reward characteristics