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und dem Hedging von Derivaten wird zunehmend Maschinelles Lernen eingesetzt. Natürlich werden auch Änderungen im …
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Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments … the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the …
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Das Buch führt umfassend und anwendungsorientiert in die breite Palette der derivativen Finanzmarktinstrumente ein. Die Charakteristika von Optionen und Futures werden systematisch und mit Blick auf aktuell wichtige Märkte für Derivate erläutert. Die Darstellung der Strategien mit Derivaten...
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Purpose – The paper was written with the intention of drawing attention to a fundamental dysfunction that is widespread in large organizations today – a myopic focus on maximizing shareholder value. Design/methodology/approach – The paper identifies the source of the dysfunction, the...
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significant hedging and portfolio diversification opportunities to investors and portfolio managers across the asset classes …, proven by the hedging effectiveness analyses. Social implications This study provides implications for policymakers focusing …
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"An excellent and comprehensive source of information on hedge funds! From a quantitative view Lhabitant has done it once again by meticulously looking at the important topics in the hedge fund industry. This book has a tremendous wealth of information and is a valuable addition to the hedge...
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