【独家发布】【2016新书】Derivatives and Hedge Funds

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图书名称：Derivatives and Hedge Funds
作者：Stephen Satchell
出版社：Palgrave Macmillan UK
页数：416
出版时间：2016                           
语言：English
格式：pdf
内容简介：
This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF)
Table of contents :
Front Matter....Pages i-xx
Front Matter....Pages 1-1
Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio?....Pages 3-19
Crude Oil Futures Markets: Another Look into Traders’ Positions....Pages 20-44
Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach....Pages 45-71
A Primer on Structured Finance....Pages 72-90
Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility....Pages 91-117
Index Futures Trading, Information and Stock Market Volatility: The Case of Greece....Pages 118-139
Modelling and Trading the Gasoline Crack Spread: A Non-Linear Story....Pages 140-160
The Relation between Bid-Ask Spreads and Price Volatility in Forward Markets....Pages 161-184
Front Matter....Pages 185-185
Introduction of Futures and Options on a Stock Index and Their Impact on the Trading Volume and Volatility: Empirical Evidence from the DJIA Components....Pages 187-201
The Characteristics and Evolution of Credit Default Swap Trading....Pages 202-217
The Performance Persistence of Equity Long/Short Hedge Funds....Pages 218-239
Examination of Fund Age and Size and Its Impact on Hedge Fund Performance....Pages 240-252
Great in Practice, Not in Theory: An Empirical Examination of Covered Call Writing....Pages 253-268
Hedge Funds and Higher Moment Portfolio Selection....Pages 269-297
Sovereign Wealth Funds-Investment Strategies and Financial Distress....Pages 298-322
Modeling Autocallable Structured Products....Pages 323-344
The Beta Puzzle Revisited: A Panel Study of Hedge Fund Returns....Pages 345-369
Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market....Pages 370-390
Back Matter....Pages 391-397

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本文来自: 人大经济论坛 金融学（理论版）上传下载专区 版，详细出处参考： https://bbs.pinggu.org/forum.php? ... 1&from^^uid=42462
本文来自: 人大经济论坛 金融学（理论版）上传下载专区 版，详细出处参考： https://bbs.pinggu.org/forum.php? ... 1&from^^uid=42462
本文来自: 人大经济论坛 金融学（理论版）上传下载专区 版，详细出处参考： https://bbs.pinggu.org/forum.php? ... 1&from^^uid=42462

Derivatives and Hedge Funds
作者：Stephen Satchell

please sahre