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Property derivatives [[electronic resource] ] : pricing, hedging and applications / / Juerg M. Syz
Property derivatives [[electronic resource] ] : pricing, hedging and applications / / Juerg M. Syz
Autore Syz Juerg M
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (245 p.)
Disciplina 332.63/24
332.6324
Collana Wiley finance series
Soggetto topico Hedging (Finance)
Real estate investment
Real property - Prices
Soggetto genere / forma Electronic books.
ISBN 1-119-20859-9
1-282-68954-1
9786612689543
0-470-69455-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Property Derivatives; Contents; Preface; PART I INTRODUCTION TO PROPERTY DERIVATIVES; 1 A Finance View on the Real Estate Market; 1.1 Real Estate is Different from Other Asset Classes; 1.2 Limited Access to Real Estate Investments; 1.3 New Instruments needed; 2 Basic Derivative Instruments; 2.1 Forwards, Futures and Swaps; 2.2 Options; 3 Rationales for Property Derivatives; 3.1 Advantages and Disadvantages of Property Derivatives; 3.2 Finding a Suitable Real Estate Investment; 3.3 Usage of Property Derivatives; 4 Hurdles for Property Derivatives; 4.1 Creating a Benchmark
4.2 Education and Acceptance4.3 Heterogeneity and Lack of Replicability; 4.4 Regulation and Taxation; 4.5 Building Liquidity; 5 Experience in Property Derivatives; 5.1 United Kingdom; 5.2 United States; 5.3 Other Countries and Future Expectations; 5.4 Feedback Effects; 6 Underlying Indices; 6.1 Characteristics of Underlying Indices; 6.2 Appraisal-Based Indices; 6.3 Transaction-Based Indices; PART II PRICING, HEDGING AND RISK MANAGEMENT; 7 Index Dynamics; 7.1 Economic Dependencies and Cycles; 7.2 Bubbles, Peaks and Downturns; 7.3 Degree of Randomness; 7.4 Dynamics of Appraisal-based Indices
7.5 Dynamics of Transaction-based Indices7.6 Empirical Index Analysis; 7.7 Distribution of Index Returns; 8 The Property Spread; 8.1 Property Spread Observations; 8.2 The Role of Market Expectations; 8.3 Estimating the Property Spread; 9 Pricing Property Derivatives in Established Markets; 9.1 Forward Property Prices; 9.2 Pricing Options on Property Indices; 10 Measuring and Managing Risk; 10.1 Market Development and Liquidity; 10.2 Early and Mature Stages; 10.3 Property Value-at-Risk; 11 Decomposing a Property Index; 11.1 General Explanatory Factors; 11.2 Tradable Explanatory Factors
11.3 Example: The Halifax HPI12 Pricing and Hedging in Incomplete Markets; 12.1 Hedging Analysis; 12.2 Pricing without a Perfect Hedge; 12.3 Example: Hedging a Trading Portfolio; 12.4 Risk Transfer; PART III APPLICATIONS; 13 Range of Applications; 13.1 Professional Investers and Businesses; 13.2 The Private Housing Market; 14 Investing in Real Estate; 14.1 Properties of Property; 14.2 Property Derivatives and Indirect Investment Vehicles; 14.3 Investing in Real Estate with Property Derivatives; 15 Hedging Real Estate Exposure; 15.1 Short Hedge; 15.2 Long Hedge
15.3 Hedge Efficiency and Basis Risk16 Management of Real Estate Portfolios; 16.1 Tactical Asset Allocation; 16.2 Generating Alpha; 16.3 Sector and Country Swaps; 17 Corporate Applications; 17.1 Selling Buildings Synthetically; 17.2 Acquisition Finance; 18 Indexed Building Savings; 18.1 Linking the Savings Plan to a House Price Index; 18.2 Engineering a Suitable Saving Plan; 19 Home Equity Insurance; 19.1 Index-Linked Mortgages; 19.2 Collateral Thinking; 19.3 Is an Index-Hedge Appropriate?; Appendix; Bibliography; Index
Record Nr. UNINA-9910145262003321
Syz Juerg M  
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Property derivatives [[electronic resource] ] : pricing, hedging and applications / / Juerg M. Syz
Property derivatives [[electronic resource] ] : pricing, hedging and applications / / Juerg M. Syz
Autore Syz Juerg M
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (245 p.)
Disciplina 332.63/24
332.6324
Collana Wiley finance series
Soggetto topico Hedging (Finance)
Real estate investment
Real property - Prices
ISBN 1-119-20859-9
1-282-68954-1
9786612689543
0-470-69455-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Property Derivatives; Contents; Preface; PART I INTRODUCTION TO PROPERTY DERIVATIVES; 1 A Finance View on the Real Estate Market; 1.1 Real Estate is Different from Other Asset Classes; 1.2 Limited Access to Real Estate Investments; 1.3 New Instruments needed; 2 Basic Derivative Instruments; 2.1 Forwards, Futures and Swaps; 2.2 Options; 3 Rationales for Property Derivatives; 3.1 Advantages and Disadvantages of Property Derivatives; 3.2 Finding a Suitable Real Estate Investment; 3.3 Usage of Property Derivatives; 4 Hurdles for Property Derivatives; 4.1 Creating a Benchmark
4.2 Education and Acceptance4.3 Heterogeneity and Lack of Replicability; 4.4 Regulation and Taxation; 4.5 Building Liquidity; 5 Experience in Property Derivatives; 5.1 United Kingdom; 5.2 United States; 5.3 Other Countries and Future Expectations; 5.4 Feedback Effects; 6 Underlying Indices; 6.1 Characteristics of Underlying Indices; 6.2 Appraisal-Based Indices; 6.3 Transaction-Based Indices; PART II PRICING, HEDGING AND RISK MANAGEMENT; 7 Index Dynamics; 7.1 Economic Dependencies and Cycles; 7.2 Bubbles, Peaks and Downturns; 7.3 Degree of Randomness; 7.4 Dynamics of Appraisal-based Indices
7.5 Dynamics of Transaction-based Indices7.6 Empirical Index Analysis; 7.7 Distribution of Index Returns; 8 The Property Spread; 8.1 Property Spread Observations; 8.2 The Role of Market Expectations; 8.3 Estimating the Property Spread; 9 Pricing Property Derivatives in Established Markets; 9.1 Forward Property Prices; 9.2 Pricing Options on Property Indices; 10 Measuring and Managing Risk; 10.1 Market Development and Liquidity; 10.2 Early and Mature Stages; 10.3 Property Value-at-Risk; 11 Decomposing a Property Index; 11.1 General Explanatory Factors; 11.2 Tradable Explanatory Factors
11.3 Example: The Halifax HPI12 Pricing and Hedging in Incomplete Markets; 12.1 Hedging Analysis; 12.2 Pricing without a Perfect Hedge; 12.3 Example: Hedging a Trading Portfolio; 12.4 Risk Transfer; PART III APPLICATIONS; 13 Range of Applications; 13.1 Professional Investers and Businesses; 13.2 The Private Housing Market; 14 Investing in Real Estate; 14.1 Properties of Property; 14.2 Property Derivatives and Indirect Investment Vehicles; 14.3 Investing in Real Estate with Property Derivatives; 15 Hedging Real Estate Exposure; 15.1 Short Hedge; 15.2 Long Hedge
15.3 Hedge Efficiency and Basis Risk16 Management of Real Estate Portfolios; 16.1 Tactical Asset Allocation; 16.2 Generating Alpha; 16.3 Sector and Country Swaps; 17 Corporate Applications; 17.1 Selling Buildings Synthetically; 17.2 Acquisition Finance; 18 Indexed Building Savings; 18.1 Linking the Savings Plan to a House Price Index; 18.2 Engineering a Suitable Saving Plan; 19 Home Equity Insurance; 19.1 Index-Linked Mortgages; 19.2 Collateral Thinking; 19.3 Is an Index-Hedge Appropriate?; Appendix; Bibliography; Index
Record Nr. UNINA-9910830363403321
Syz Juerg M  
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Property derivatives : pricing, hedging and applications / / Juerg M. Syz
Property derivatives : pricing, hedging and applications / / Juerg M. Syz
Autore Syz Juerg M
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (245 p.)
Disciplina 332.63/24
332.6324
Collana Wiley finance series
Soggetto topico Hedging (Finance)
Real estate investment
Real property - Prices
ISBN 9786612689543
9781119208594
1119208599
9781282689541
1282689541
9780470694558
0470694556
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Property Derivatives; Contents; Preface; PART I INTRODUCTION TO PROPERTY DERIVATIVES; 1 A Finance View on the Real Estate Market; 1.1 Real Estate is Different from Other Asset Classes; 1.2 Limited Access to Real Estate Investments; 1.3 New Instruments needed; 2 Basic Derivative Instruments; 2.1 Forwards, Futures and Swaps; 2.2 Options; 3 Rationales for Property Derivatives; 3.1 Advantages and Disadvantages of Property Derivatives; 3.2 Finding a Suitable Real Estate Investment; 3.3 Usage of Property Derivatives; 4 Hurdles for Property Derivatives; 4.1 Creating a Benchmark
4.2 Education and Acceptance4.3 Heterogeneity and Lack of Replicability; 4.4 Regulation and Taxation; 4.5 Building Liquidity; 5 Experience in Property Derivatives; 5.1 United Kingdom; 5.2 United States; 5.3 Other Countries and Future Expectations; 5.4 Feedback Effects; 6 Underlying Indices; 6.1 Characteristics of Underlying Indices; 6.2 Appraisal-Based Indices; 6.3 Transaction-Based Indices; PART II PRICING, HEDGING AND RISK MANAGEMENT; 7 Index Dynamics; 7.1 Economic Dependencies and Cycles; 7.2 Bubbles, Peaks and Downturns; 7.3 Degree of Randomness; 7.4 Dynamics of Appraisal-based Indices
7.5 Dynamics of Transaction-based Indices7.6 Empirical Index Analysis; 7.7 Distribution of Index Returns; 8 The Property Spread; 8.1 Property Spread Observations; 8.2 The Role of Market Expectations; 8.3 Estimating the Property Spread; 9 Pricing Property Derivatives in Established Markets; 9.1 Forward Property Prices; 9.2 Pricing Options on Property Indices; 10 Measuring and Managing Risk; 10.1 Market Development and Liquidity; 10.2 Early and Mature Stages; 10.3 Property Value-at-Risk; 11 Decomposing a Property Index; 11.1 General Explanatory Factors; 11.2 Tradable Explanatory Factors
11.3 Example: The Halifax HPI12 Pricing and Hedging in Incomplete Markets; 12.1 Hedging Analysis; 12.2 Pricing without a Perfect Hedge; 12.3 Example: Hedging a Trading Portfolio; 12.4 Risk Transfer; PART III APPLICATIONS; 13 Range of Applications; 13.1 Professional Investers and Businesses; 13.2 The Private Housing Market; 14 Investing in Real Estate; 14.1 Properties of Property; 14.2 Property Derivatives and Indirect Investment Vehicles; 14.3 Investing in Real Estate with Property Derivatives; 15 Hedging Real Estate Exposure; 15.1 Short Hedge; 15.2 Long Hedge
15.3 Hedge Efficiency and Basis Risk16 Management of Real Estate Portfolios; 16.1 Tactical Asset Allocation; 16.2 Generating Alpha; 16.3 Sector and Country Swaps; 17 Corporate Applications; 17.1 Selling Buildings Synthetically; 17.2 Acquisition Finance; 18 Indexed Building Savings; 18.1 Linking the Savings Plan to a House Price Index; 18.2 Engineering a Suitable Saving Plan; 19 Home Equity Insurance; 19.1 Index-Linked Mortgages; 19.2 Collateral Thinking; 19.3 Is an Index-Hedge Appropriate?; Appendix; Bibliography; Index
Record Nr. UNINA-9911019539003321
Syz Juerg M  
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui