Dynamic Asset Allocation with Forwards and Futures
ISBN: 9780387241074
出版社: Springer
出版年: 2005-03-30
页数: 282
定价: USD 139.00
装帧: Hardcover
内容简介
This 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 over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (majoring in finance with quantitative skills) academics (both theoreticians and empiricists), practitioners, and regulators.