Dynamic Asset Allocation with Forwards and Futures

Dynamic Asset Allocation with Forwards and Futures

Editorial Reviews
Book Description
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.

Dynamic Asset Allocation with Forwards and Futures,Abraham Lioui,Patrice Poncet,Springer,0387241078,Business & Economics,Business / Economics / Finance,Business/Economics,Capital assets pricing model,Economics - General,Equilibrium (Economics),Finance,Hedging (Finance),Investments & Securities - Futures,Business & Economics / Finance

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