figment 发表于 2025-3-23 10:36:59

Book 2005etical analysis is often reduced to the (undoubtedly important) cash-and-carry relationship and the computation of the simple, static, minimum variance hedge ratio. This book proposes an alternative approach of these markets from the perspective of dynamic asset allocation and asset pricing theory w

刺穿 发表于 2025-3-23 15:05:38

Abraham Lioui,Patrice PoncetAdvanced text on the theory of forward and futures markets, in-between a streamlined textbook and a research monograph.Emphasis is on economic meaning and financial interpretation rather than on mathe

Euphonious 发表于 2025-3-23 19:16:46

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慢跑鞋 发表于 2025-3-23 23:38:04

https://doi.org/10.1007/b104496Finance; Futures; Futures markets; Hedging; Investment; Portfolio; Stochastic Interest Rates

Trochlea 发表于 2025-3-24 03:30:59

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繁重 发表于 2025-3-24 10:25:30

ic meaning and financial interpretation rather than on matheThis 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 participa

tinnitus 发表于 2025-3-24 10:40:01

Book 2005s 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 shou

曲解 发表于 2025-3-24 16:18:03

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cunning 发表于 2025-3-24 22:29:13

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Enervate 发表于 2025-3-25 02:56:49

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查看完整版本: Titlebook: Dynamic Asset Allocation with Forwards and Futures; Abraham Lioui,Patrice Poncet Book 2005 Springer-Verlag US 2005 Finance.Futures.Futures