The Nature Of Risk In Option Portfolios
Download The Nature Of Risk In Option Portfolios full books in PDF, epub, and Kindle. Read online free The Nature Of Risk In Option Portfolios ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Options for Risk Free Portfolios
Author | : M. Thomsett |
Publsiher | : Springer |
Total Pages | : 411 |
Release | : 2015-12-11 |
Genre | : Business & Economics |
ISBN | : 9781137322265 |
Download Options for Risk Free Portfolios Book in PDF, Epub and Kindle
An advanced strategic approach using options to reduce market risks while augmenting dividend income, this title moves beyond the basics of stocks and options. It shows how the three major segments (stocks, dividends, and options) are drawn together into a single and effective strategy to maximize income while eliminating market risk.
The Nature of Risk in Option Portfolios
Author | : R. Stephen Sears |
Publsiher | : Unknown |
Total Pages | : 30 |
Release | : 1981 |
Genre | : Option (Contract) |
ISBN | : UIUC:30112079674922 |
Download The Nature of Risk in Option Portfolios Book in PDF, Epub and Kindle
Speculative Capital The nature of risk in capital markets
Author | : Nasser Saber |
Publsiher | : Financial Times Management |
Total Pages | : 253 |
Release | : 1999 |
Genre | : Business & Economics |
ISBN | : 027364422X |
Download Speculative Capital The nature of risk in capital markets Book in PDF, Epub and Kindle
Detailing the characteristics of derivatives which act as the functional form of speculative capital in financial markets, this text shows the way for solving a pressing problem currently facing regulators and practitioners of capital markets: how to quantify counterparty default risk.
The Owner s Role in Project Risk Management
Author | : National Research Council,Division on Engineering and Physical Sciences,Board on Infrastructure and the Constructed Environment,Committee for Oversight and Assessment of U.S. Department of Energy Project Management |
Publsiher | : National Academies Press |
Total Pages | : 102 |
Release | : 2005-03-25 |
Genre | : Transportation |
ISBN | : 9780309095181 |
Download The Owner s Role in Project Risk Management Book in PDF, Epub and Kindle
Effective risk management is essential for the success of large projects built and operated by the Department of Energy (DOE), particularly for the one-of-a-kind projects that characterize much of its mission. To enhance DOE's risk management efforts, the department asked the NRC to prepare a summary of the most effective practices used by leading owner organizations. The study's primary objective was to provide DOE project managers with a basic understanding of both the project owner's risk management role and effective oversight of those risk management activities delegated to contractors.
Advances in Investment Analysis and Portfolio Management
Author | : Cheng-Few Lee |
Publsiher | : Elsevier |
Total Pages | : 222 |
Release | : 2001-02-02 |
Genre | : Business & Economics |
ISBN | : 0762306580 |
Download Advances in Investment Analysis and Portfolio Management Book in PDF, Epub and Kindle
- Desarrolla una metodología que permite compaginar la adquisición de los objetivos y el trabajo en competencias básicas. - Asume un compromiso con la educación en valores que se refleja en el tratamiento de los contenidos, de la ilustración y de las propuestas de trabajo. - Otorga un papel destacado a las nuevas tecnologías. - Favorece la adecuación de la exposición y la profundidad de los contenidos con el grado de maduración del alumnado. - Confiere a las ilustraciones un papel didáctico de primer orden. - Proporciona una rica oferta en actividades, tanto en el plano cuantitativo como en el cualitativo. - Ofrece materiales que fomentan la autoevaluación del alumnado.
Option Implied Risk Neutral Distributions and Risk Aversion
Author | : Jens Carsten Jackwerth |
Publsiher | : Unknown |
Total Pages | : 135 |
Release | : 2008 |
Genre | : Electronic Book |
ISBN | : OCLC:950702251 |
Download Option Implied Risk Neutral Distributions and Risk Aversion Book in PDF, Epub and Kindle
International Convergence of Capital Measurement and Capital Standards
Author | : Anonim |
Publsiher | : Lulu.com |
Total Pages | : 294 |
Release | : 2004 |
Genre | : Bank capital |
ISBN | : 9789291316694 |
Download International Convergence of Capital Measurement and Capital Standards Book in PDF, Epub and Kindle
Portfolio Risk Analysis
Author | : Gregory Connor,Lisa R. Goldberg,Robert A. Korajczyk |
Publsiher | : Princeton University Press |
Total Pages | : 400 |
Release | : 2010-03-15 |
Genre | : Business & Economics |
ISBN | : 9781400835294 |
Download Portfolio Risk Analysis Book in PDF, Epub and Kindle
Portfolio risk forecasting has been and continues to be an active research field for both academics and practitioners. Almost all institutional investment management firms use quantitative models for their portfolio forecasting, and researchers have explored models' econometric foundations, relative performance, and implications for capital market behavior and asset pricing equilibrium. Portfolio Risk Analysis provides an insightful and thorough overview of financial risk modeling, with an emphasis on practical applications, empirical reality, and historical perspective. Beginning with mean-variance analysis and the capital asset pricing model, the authors give a comprehensive and detailed account of factor models, which are the key to successful risk analysis in every economic climate. Topics range from the relative merits of fundamental, statistical, and macroeconomic models, to GARCH and other time series models, to the properties of the VIX volatility index. The book covers both mainstream and alternative asset classes, and includes in-depth treatments of model integration and evaluation. Credit and liquidity risk and the uncertainty of extreme events are examined in an intuitive and rigorous way. An extensive literature review accompanies each topic. The authors complement basic modeling techniques with references to applications, empirical studies, and advanced mathematical texts. This book is essential for financial practitioners, researchers, scholars, and students who want to understand the nature of financial markets or work toward improving them.