Practical Quantitative Investment With Derivatives

,

Practical Quantitative Investment With Derivatives

,

  • Producent: Palgrave Macmillan
  • Rok produkcji: 2001
  • ISBN: 9780333926215
  • Ilość stron: 528
  • Oprawa: Twarda
Wysyłka:
Niedostępna
Powiadom o dostępności
Podaj swój e-mail a zostaniesz poinformowany jak tylko pozycja będzie dostępna.
×
Cena 818,00 PLN
Nasza cena 764,83 PLN
Oszczędzasz 6%
Dodaj do Schowka
Zaloguj się
Przypomnij hasło
×
×
Cena 818,00 PLN
Nasza cena 764,83 PLN
Oszczędzasz 6%
Dodaj do Schowka
Zaloguj się
Przypomnij hasło
×
×

Opis: Practical Quantitative Investment With Derivatives - Frances Cowell, F Cowell

As individual savings and investment take over from reliance on publicly funded pensions, interest is growing in how that investment is managed. Practical Quantitative Investment Management with Derivatives is a comprehensive guide to the workings of quantitative investment management. It is written to assist in understanding the nature of specific quantitative techniques and investment instruments, the context in which they are used, the underlying theory and the practical ramifications for return and risks of the portfolios of which they form part. The book is written in everyday language, with all theory explained in words as well as formulae, and accompanied by worked examples. Each part of the investment management process is examined in detail, beginning with the fund structure and investment objectives and strategy; proceeding through asset allocation to management of individual asset classes. Attention is given at each stage to theoretical underpinnings, issues for implementation and day-to-day management, and the relationship between the three.Introduction The Traditional Approach CAPM: The Basis for Most Quantitative Techniques in Investment Management Quantitative Asset Allocation Models: Strategic and Tactical Portfolio Protection Capital Guaranteed Portfolios Passive Asset Allocation Quantitative Stock Selection Models for Domestic Portfolios Quantitative Stock Section Models for International Portfolios Optimised Stock Selection Indexation Bonds and Fixed Interest Market Neutral (Hedge) Portfolios Completion Portfolio Management Basket Trading Performance The Use of Software in Investment Management Trends in Investment Management Summary: Tradition vs Quantitative Appendices Futures Forwards Swaps Options Convertible Notes Glossary


Szczegóły: Practical Quantitative Investment With Derivatives - Frances Cowell, F Cowell

Tytuł: Practical Quantitative Investment With Derivatives
Autor: Frances Cowell, F Cowell
Producent: Palgrave Macmillan
ISBN: 9780333926215
Rok produkcji: 2001
Ilość stron: 528
Oprawa: Twarda
Waga: 0.92 kg


Recenzje: Practical Quantitative Investment With Derivatives - Frances Cowell, F Cowell

Zaloguj się
Przypomnij hasło
×
×


Klienci, którzy kupili oglądany produkt kupili także: