Dynamic Asset Allocation with Forwards and Futures

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This book 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 in time, what optimal strategies one can expect the participants to follow, whether they pertain to arbitrage, speculation or hedging, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (MBAs majoring in finance with quantitative ...

Dynamic Asset Allocation with Forwards and Futures 2010, Springer-Verlag New York Inc., New York, NY

ISBN-13: 9781441936899

Trade paperback

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Dynamic Asset Allocation with Forwards and Futures 2005, Springer, New York, NY

ISBN-13: 9780387241074

2005 edition

Hardcover

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