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 Inside the Risk Arbitrage.  Risk Arbitrage is one of the most innovative areas of quantitative asset management. Its best quality is getting back low volatility yields poorly
Наименование:

Inside the Risk Arbitrage. (A Global Review of Pairs Trading by Quant Methods

автор Valentino G. издательство Книга по Требованию Экономическая теория
Cтраниц 100        мягкая обложка       
Аннотация:Risk Arbitrage is one of the most innovative areas of quantitative asset management. Its best quality is getting back low volatility yields poorly correlated to benchmark. This book pursues few goals. Secondly, the most common SA strategies are shown starting from Pairs Trading (with Stochastic Approach and Cointegration Approach). Finally, the review of SA strategies is extended to modules exploiting inefficiencies related to behavioral phenomena. Firstly, Risk Arbitrage is placed into a theoretical framework using the Statistical Arbitrage(SA) Theory. The next step counts on breaking down High Frequency strategies which represent one of the most popular set of techniques in highly volatile markets. The last section looks for answering the question how investors can apply SA to 130/30 products.
Автор: Valentino G.
Издательство: Книга по Требованию
Год:2009
Цена:
1996 руб
Нет в наличии
Поиск: Inside the Risk Arbitrage. (A Global Review of Pairs Trading by Quant Methods
НОВЫЙ ГОД СИМВОЛ 2013 ГОДАУКРАШЕНИЯ
КАРНАВАЛ НА НОВЫЙ ГОД РАСПРОДАЖА
Ортомолекулярная медицина Orthomol Устрание причин заболеваний. Ортомоль это новый метод для лечения и профилактики болезней. Orthomol - ортомолекулярная медицина.
Международные инвестиции

Авторитетные международные издания rade Fi a ce и Global rade Review одновременно назвали ее «сделкой 2005 года». В феврале 2006 г. третий год подряд Казкоммерцбанк признается «Компанией с наилучшей репутацией» по результатам опроса казахстанского журнала «Exclusive». В марте 2006 г. Казкоммерцбанк восьмой год подряд побеждает в номинации «Лучший банк на развивающихся рынках: Казахстан» по итогам ежегодного исследования международного журнала Global Fi a ce. Кроме того, он побеждает также в номинациях «Лучший банк в торговом финансировании» и «Лучший банк на валютном рынке». Все это время Казкоммерцбанк удостаивался звания «Лучший банк Казахстана» и от других мировых финансовых изданий - Euromo ey и he Ba ker. Формирование портфеля Компания Страна Капитализация, млн.$ Отрасль Оборот, млн.$ Разведка Добыча КазМунайГаз Казахстан 11 658 Производство нефти и газа 5 540 Казкоммерцбанк Казахстан 4 910 Производство продуктов питания 3849 Имеющаяся информация позволяет рассчитать долю каждой из ценных бумаг в портфеле как простую долю на основе их капитализации.
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