[下载]DYNAMIC ASSET ALLOCATION

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关键词：ALLOCATION Location Dynamic cation Dynam 下载 Asset ALLOCATION Dynamic

Part I: The basics
Chapter 1: Forward and Futures Markets 3
Chapter 2: Standard Pricing Results Under Deterministic
and Stochastic Interest Rates 23
Part II: Investment and Hedging
Chapter
 3: Pure Hedging 37
Chapter
 4: Optimal Dynamic Portfolio Choice In
Complete Markets 59
Chapter 5: Optimal Dynamic Portfolio Choice In
Incomplete Markets 81
Chapter 6: Optimal Currency Risk Hedging 93
Chapter 7: Optimal Spreading 117
Chapter 8: Pricing and Hedging under Stochastic
Dividend or Convenience Yield 143