Derivatives and hedge funds. (2016)

• Record Type: Book
• Further Information: Note: Edited by Stephen Satchell, Professor of Finance, Sydney University, Australia.
• Editors: Satchell, S (Stephen)
• Contents: Machine generated contents note: pt. I Hedge Funds -- 1. Frictional Costs of Diversification: How Many CTAs Make a Diversified Portfolio? / Bernd Scherer -- 2. Crude Oil Futures Markets: Another Look into Traders' Positions / Damir Tokic -- 3. Fund of Fledge Funds Portfolio Selection: A Multiple-Objective Approach / Sa Lu -- 4.A Primer on Structured Finance / Andreas A. Jobst -- 5. Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Volatility / Zeno Adams -- 6. Index Futures Trading, Information and Stock Market Volatility: The Case of Greece / Dimitrios V. Vougas -- 7. Modelling and Trading the Gasoline Crack Spread: A Non-Linear Story / Ben Evans -- 8. The Relation between Bid-Ask Spreads and Price Volatility in Forward Markets / Ilias D. Visvikis -- pt. II Markets, Pricing and Products -- 9. Introduction of Futures and Options on a Stock Index and Their Impact on the Trading Volume and Volatility: Empirical Evidence from the DJIA Components / Rafiqul Bhuyan Note continued: 10. The Characteristics and Evolution of Credit Default Swap Trading / Owain ap Gwilym -- 11. The Performance Persistence of Equity Long/Short Hedge Funds / Markus M. Schmid -- 12. Examination of Fund Age and Size and Its Impact on Hedge Fund Performance / Meredith Jones -- 13. Great in Practice, Not in Theory: An Empirical Examination of Covered Call Writing / David Jackson -- 14. Hedge Funds and Higher Moment Portfolio Selection / Paul van Rensburg -- 15. Sovereign Wealth Funds -- Investment Strategies and Financial Distress / Marco Rossi -- 16. Modeling Autocallable Structured Products / Craig McCann -- 17. The Beta Puzzle Revisited: A Panel Study of Hedge Fund Returns / Raymond Theoret -- 18. Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market / Sascha Wilkens.
• Publisher Details: Basingstoke (England) : Palgrave Macmillan Ltd
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 332.64/5; Life sciences; Derivative securities; Hedge funds; Hedging (Finance); BUSINESS & ECONOMICS / Finance; Derivative securities; Hedge funds; Hedging (Finance); Business & Economics -- Corporate Finance; Corporate finance; Biochemistry; Science -- Life Sciences -- Biochemistry; Biochemistry; Electronic books
• Languages: English
• ISBNs: 9781137554178; 1137554177; 1137554169; 9781137554161
• Related ISBNs: 9781349558285; 9781137554161
• Notes: Note: Includes bibliographical references and index.; Note: Vendor-supplied metadata.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.