Dynamic Asset Allocation with Forwards and Futures

出版者:Springer

作者:Abraham Lioui

页数:282

出版时间:2005-03-30

价格:USD 139.00

装帧:Hardcover

isbn号码:9780387241074

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.