Hedging market exposures identifying and managing market risks
"Identify and understand the risks facing your portfolio, how to quantify them, and the best tools to hedge them This book scrutinizes the various risks confronting a portfolio, equips the reader with the tools necessary to identify and understand these risks, and discusses the best ways to hed...
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley
2011.
|
| Edición: | 1st edition |
| Colección: | Wiley finance series.
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627753606719 |
Tabla de Contenidos:
- HedgingMarketExposures; Contents; Preface; Introduction; About the Authors; CHAPTER 1 The Economic Environment; CHAPTER 2 Risk: An Introduction; CHAPTER 3 Asset Modeling; CHAPTER 4 Market Exposures and Factor Sensitivities; CHAPTER 5 Quantifying Portfolio Risks; CHAPTER 6 The Decision to Hedge; CHAPTER 7 Constructing a Hedge; APPENDIX A Basics of Probability Theory; APPENDIX B Elements of Statistics and Time Series Analysis; References; Glossary; Index
