Coverart for item
The Resource Derivatives and hedge funds, edited by Stephen Satchell

Derivatives and hedge funds, edited by Stephen Satchell

Label
Derivatives and hedge funds
Title
Derivatives and hedge funds
Statement of responsibility
edited by Stephen Satchell
Creator
Editor
Subject
Language
eng
Cataloging source
NLE
http://library.link/vocab/creatorName
Satchell, S.
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Derivative securities
  • Hedge funds
  • Hedging (Finance)
Label
Derivatives and hedge funds, edited by Stephen Satchell
Instantiates
Publication
Note
"Chapters originally published in The journal of derivatives and hedge funds by Palgrave Macmillan (various years)"--title page verso
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • pt. I Hedge Funds -- 1.Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio? / Bernd Scherer -- 2.Crude Oil Futures Markets: Another Look into Traders' Positions / Damir Tokic -- 3.Fund of Fledge Funds Portfolio Selection: A Multiple-Objective Approach / Sa Lu -- 4.A Primer on Structured Finance / Andreas A. Jobst -- 5.Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility / Zeno Adams -- 6.Index Futures Trading, Information and Stock Market Volatility: The Case of Greece / Dimitrios V. Vougas -- 7.Modelling and Trading the Gasoline Crack Spread: A Non-Linear Story / Ben Evans -- 8.The Relation between Bid-Ask Spreads and Price Volatility in Forward Markets / Ilias D. Visvikis -- pt. II Markets, Pricing and Products -- 9.Introduction of Futures and Options on a Stock Index and Their Impact on the Trading Volume and Volatility: Empirical Evidence from the DJIA Components / Rafiqul Bhuyan --
  • 10.The Characteristics and Evolution of Credit Default Swap Trading / Owain ap Gwilym -- 11.The Performance Persistence of Equity Long/Short Hedge Funds / Markus M. Schmid -- 12.Examination of Fund Age and Size and Its Impact on Hedge Fund Performance / Meredith Jones -- 13.Great in Practice, Not in Theory: An Empirical Examination of Covered Call Writing / David Jackson -- 14.Hedge Funds and Higher Moment Portfolio Selection / Paul van Rensburg -- 15.Sovereign Wealth Funds -- Investment Strategies and Financial Distress / Marco Rossi -- 16.Modeling Autocallable Structured Products / Craig McCann -- 17.The Beta Puzzle Revisited: A Panel Study of Hedge Fund Returns / Raymond Theoret -- 18.Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market / Sascha Wilkens
Control code
FIEb17787920
Dimensions
23 cm.
Extent
xx, 397 pages
Isbn
9781137554161
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)933444674
Label
Derivatives and hedge funds, edited by Stephen Satchell
Publication
Note
"Chapters originally published in The journal of derivatives and hedge funds by Palgrave Macmillan (various years)"--title page verso
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • pt. I Hedge Funds -- 1.Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio? / Bernd Scherer -- 2.Crude Oil Futures Markets: Another Look into Traders' Positions / Damir Tokic -- 3.Fund of Fledge Funds Portfolio Selection: A Multiple-Objective Approach / Sa Lu -- 4.A Primer on Structured Finance / Andreas A. Jobst -- 5.Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility / Zeno Adams -- 6.Index Futures Trading, Information and Stock Market Volatility: The Case of Greece / Dimitrios V. Vougas -- 7.Modelling and Trading the Gasoline Crack Spread: A Non-Linear Story / Ben Evans -- 8.The Relation between Bid-Ask Spreads and Price Volatility in Forward Markets / Ilias D. Visvikis -- pt. II Markets, Pricing and Products -- 9.Introduction of Futures and Options on a Stock Index and Their Impact on the Trading Volume and Volatility: Empirical Evidence from the DJIA Components / Rafiqul Bhuyan --
  • 10.The Characteristics and Evolution of Credit Default Swap Trading / Owain ap Gwilym -- 11.The Performance Persistence of Equity Long/Short Hedge Funds / Markus M. Schmid -- 12.Examination of Fund Age and Size and Its Impact on Hedge Fund Performance / Meredith Jones -- 13.Great in Practice, Not in Theory: An Empirical Examination of Covered Call Writing / David Jackson -- 14.Hedge Funds and Higher Moment Portfolio Selection / Paul van Rensburg -- 15.Sovereign Wealth Funds -- Investment Strategies and Financial Distress / Marco Rossi -- 16.Modeling Autocallable Structured Products / Craig McCann -- 17.The Beta Puzzle Revisited: A Panel Study of Hedge Fund Returns / Raymond Theoret -- 18.Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market / Sascha Wilkens
Control code
FIEb17787920
Dimensions
23 cm.
Extent
xx, 397 pages
Isbn
9781137554161
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)933444674

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