Dynamic Asset Allocation with Forwards and Futures

• Main Authors: Lioui, Abraham (Author), Poncet, Patrice (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2005.
• Subjects: Finance.; Economic theory.; Macroeconomics.; Finance, general.; Macroeconomics/Monetary Economics//Financial Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.

DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES 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 cha...