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The blank swan : the end of probability / / Elie Ayache
| The blank swan : the end of probability / / Elie Ayache |
| Autore | Ayache Elie |
| Pubbl/distr/stampa | West Sussex, England : , : Wiley, , 2010 |
| Descrizione fisica | 1 online resource (498 p.) |
| Disciplina |
332.632
332.64/5 332.645 |
| Soggetto topico |
Options (Finance)
Derivative securities - Prices Capital market |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-66176-3
1-119-20635-9 1-282-88880-3 9786612888809 0-470-66012-0 |
| Classificazione | QK 660 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The BLANK Swan; Contents; Introduction; PART I WRITING AND EVENT; 1 Writer of The BLANK Swan; 2 The Writing of Derivatives; 3 The Event of the Market; 4 Writing and the Market; PART II ABSOLUTE CONTINGENCY AND THE RETURN OF SPECULATION; 5 The Necessity of Contingency; 6 Passage to the Future; 7 Necessity of the Future; 8 Necessity of Writing; PART III FLIGHT TO SYDNEY, OR THE GENESIS OF THE BOOK; 9 The Mathematics of Price; 10 Barton Fink; 11 The Narrative Adventure; 12 Out of the Box; 13 The Prestige; 14 The Geographical Process
PART IV CONVERSION OF CREDIT INTO EQUITY, OR THE GENESIS OF THE MARKET15 History of the Market; 16 From Debt to Equity; 17 The Market and the Philosophy of Difference; 18 Future of the Market; 19 Appendix 1 The Logic and Mathematics of Regime Switching; 20 Appendix 2 From 'Being and Time' to 'Being and Place' with Jeff Malpas; Bibliography; Index |
| Record Nr. | UNINA-9910140914803321 |
Ayache Elie
|
||
| West Sussex, England : , : Wiley, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The blank swan : the end of probability / / Elie Ayache
| The blank swan : the end of probability / / Elie Ayache |
| Autore | Ayache Elie |
| Pubbl/distr/stampa | West Sussex, England : , : Wiley, , 2010 |
| Descrizione fisica | 1 online resource (498 p.) |
| Disciplina |
332.632
332.64/5 332.645 |
| Soggetto topico |
Options (Finance)
Derivative securities - Prices Capital market |
| ISBN |
0-470-66176-3
1-119-20635-9 1-282-88880-3 9786612888809 0-470-66012-0 |
| Classificazione | QK 660 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The BLANK Swan; Contents; Introduction; PART I WRITING AND EVENT; 1 Writer of The BLANK Swan; 2 The Writing of Derivatives; 3 The Event of the Market; 4 Writing and the Market; PART II ABSOLUTE CONTINGENCY AND THE RETURN OF SPECULATION; 5 The Necessity of Contingency; 6 Passage to the Future; 7 Necessity of the Future; 8 Necessity of Writing; PART III FLIGHT TO SYDNEY, OR THE GENESIS OF THE BOOK; 9 The Mathematics of Price; 10 Barton Fink; 11 The Narrative Adventure; 12 Out of the Box; 13 The Prestige; 14 The Geographical Process
PART IV CONVERSION OF CREDIT INTO EQUITY, OR THE GENESIS OF THE MARKET15 History of the Market; 16 From Debt to Equity; 17 The Market and the Philosophy of Difference; 18 Future of the Market; 19 Appendix 1 The Logic and Mathematics of Regime Switching; 20 Appendix 2 From 'Being and Time' to 'Being and Place' with Jeff Malpas; Bibliography; Index |
| Record Nr. | UNINA-9910830238603321 |
|
Ayache Elie
|
||
| West Sussex, England : , : Wiley, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Calendar anomalies and arbitrage [[electronic resource] /] / by William T. Ziemba
| Calendar anomalies and arbitrage [[electronic resource] /] / by William T. Ziemba |
| Autore | Ziemba W. T |
| Pubbl/distr/stampa | New Jersey, : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (607 p.) |
| Disciplina | 332.64/5 |
| Collana | World Scientific series in finance |
| Soggetto topico |
Stocks - Prices
Stock price forecasting Arbitrage Seasonal variations (Economics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-59377-7
9786613906229 981-4405-46-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; List of Co-authors; Acknowledgements; 1. Introduction - Calendar Anomalies C. S. Dzhabarov and W. T. Ziemba; 1.1 Introduction to Seasonal Anomaly Effects; 1.2 January Effect; 1.2.1 Trading the January small cap effect in the futures markets; 1.3 The January Barometer; 1.3.1 How to trade the January Barometer (JanB); 1.3.2 The international January Barometer; 1.4 Sell-in-May-and-go-away; 1.4.1 Same month next year; 1.5 Holiday Effects; 1.5.1 The sell on Rosh Hashanah and buy on Yom Kippur anomaly; 1.5.2 Ramadan; 1.6 Day of the Week Effects
1.7 Option Expiry Effects in the Russell 2000 and S&P 500 Futures Markets 1.8 Seasonality Calendars; 1.9 Political Effects 3; 1.9.1 When Congress is in session; 1.9.2 Election cycles; US bond returns after presidential elections; Some simple presidential investment strategies; Remarks; 1.9.3 Election cycles: Other literature; 1.10 Turn-of-the-month Effects; 1.11 Open/Close Daily Trade on the Open; 1.12 Industry Concentration; 1.12.1 Weather: Sun, rain, snow, moon and the stars and clouds; 1.13 Conclusions and Final Remarks; References 2. Playing the Turn-of-the-Year Effect With Index Futures R. Clark and W. T. Ziemba 1. The Evidence; 2. Analysis of the Evidence; Probable Causes; Excess Returns; Excess Profits; 3. Strategies; 5. The 1986/87 Play; 6. Conclusions; Acknowledgment; References; 3. Arbitrage Strategies for Cross-Track Betting on Major Horse Races D. B. Hausch and W. T. Ziemba; I. Introduction; II. Efficiency of the Various Betting Markets; III. Inefficiency of the Win Market and the Risk-free Hedging Model; IV. The Optimal Capital Growth Model; V. Testing the One-Track Capital Growth Model; VI. Final Discussion References 4. Locks at the Racetrack D. B. Hausch and W. T. Ziemba; Our lock concentrates on the show market; The show payoff on Arbor Hoggart is thought to be the highest show payoff of any sort; 5. Arbitrage and Risk Arbitrage in Team Jai Alai D. Lane and W. T. Ziemba; Acknowledgments; 1. INTRODUCTION; 2. THE ARBITRAGE; 3. RISK ARBITRAGES; 4. FINAL REMARKS; References; 6. Miscellaneous Inserts; a. The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion; REFERENCES b. Russell Report - The January Barometer: European, North American, Pacific and Worldwide Results 1 Introduction; 2 The US Evidence; 3 Worldwide Evidence; 4 Final Remarks; 5 References; 6 Appendix; c. Occupational Nostalgia; d. U.S. Bears Bets May Roil Japan's Turmoil/ Bearish Betters in U.S. May Be Partly Behind Upheavals in Tokyo; e. Nikkei Put Options Good Buy for Foreign Funds Managers; f. Buying Stock? Consider Turn-of-the-Month Effect; h. Turn, Turn, Turn: To Every Stock Price There Is a Reason for the Month-to-Month Price Jump; g. Making Dollar-Cost Averaging Even More Profitable i. Russell Report - Investment Results From Exploiting Turn-of the- Month Effects |
| Record Nr. | UNINA-9910465495903321 |
|
Ziemba W. T
|
||
| New Jersey, : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Calendar anomalies and arbitrage [[electronic resource] /] / by William T. Ziemba
| Calendar anomalies and arbitrage [[electronic resource] /] / by William T. Ziemba |
| Autore | Ziemba W. T |
| Pubbl/distr/stampa | New Jersey, : World Scientific, 2012 |
| Descrizione fisica | 1 online resource (607 p.) |
| Disciplina | 332.64/5 |
| Collana | World Scientific series in finance |
| Soggetto topico |
Stocks - Prices
Stock price forecasting Arbitrage Seasonal variations (Economics) |
| ISBN |
1-283-59377-7
9786613906229 981-4405-46-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; List of Co-authors; Acknowledgements; 1. Introduction - Calendar Anomalies C. S. Dzhabarov and W. T. Ziemba; 1.1 Introduction to Seasonal Anomaly Effects; 1.2 January Effect; 1.2.1 Trading the January small cap effect in the futures markets; 1.3 The January Barometer; 1.3.1 How to trade the January Barometer (JanB); 1.3.2 The international January Barometer; 1.4 Sell-in-May-and-go-away; 1.4.1 Same month next year; 1.5 Holiday Effects; 1.5.1 The sell on Rosh Hashanah and buy on Yom Kippur anomaly; 1.5.2 Ramadan; 1.6 Day of the Week Effects
1.7 Option Expiry Effects in the Russell 2000 and S&P 500 Futures Markets 1.8 Seasonality Calendars; 1.9 Political Effects 3; 1.9.1 When Congress is in session; 1.9.2 Election cycles; US bond returns after presidential elections; Some simple presidential investment strategies; Remarks; 1.9.3 Election cycles: Other literature; 1.10 Turn-of-the-month Effects; 1.11 Open/Close Daily Trade on the Open; 1.12 Industry Concentration; 1.12.1 Weather: Sun, rain, snow, moon and the stars and clouds; 1.13 Conclusions and Final Remarks; References 2. Playing the Turn-of-the-Year Effect With Index Futures R. Clark and W. T. Ziemba 1. The Evidence; 2. Analysis of the Evidence; Probable Causes; Excess Returns; Excess Profits; 3. Strategies; 5. The 1986/87 Play; 6. Conclusions; Acknowledgment; References; 3. Arbitrage Strategies for Cross-Track Betting on Major Horse Races D. B. Hausch and W. T. Ziemba; I. Introduction; II. Efficiency of the Various Betting Markets; III. Inefficiency of the Win Market and the Risk-free Hedging Model; IV. The Optimal Capital Growth Model; V. Testing the One-Track Capital Growth Model; VI. Final Discussion References 4. Locks at the Racetrack D. B. Hausch and W. T. Ziemba; Our lock concentrates on the show market; The show payoff on Arbor Hoggart is thought to be the highest show payoff of any sort; 5. Arbitrage and Risk Arbitrage in Team Jai Alai D. Lane and W. T. Ziemba; Acknowledgments; 1. INTRODUCTION; 2. THE ARBITRAGE; 3. RISK ARBITRAGES; 4. FINAL REMARKS; References; 6. Miscellaneous Inserts; a. The Buying and Selling Behavior of Individual Investors at the Turn of the Year: Discussion; REFERENCES b. Russell Report - The January Barometer: European, North American, Pacific and Worldwide Results 1 Introduction; 2 The US Evidence; 3 Worldwide Evidence; 4 Final Remarks; 5 References; 6 Appendix; c. Occupational Nostalgia; d. U.S. Bears Bets May Roil Japan's Turmoil/ Bearish Betters in U.S. May Be Partly Behind Upheavals in Tokyo; e. Nikkei Put Options Good Buy for Foreign Funds Managers; f. Buying Stock? Consider Turn-of-the-Month Effect; h. Turn, Turn, Turn: To Every Stock Price There Is a Reason for the Month-to-Month Price Jump; g. Making Dollar-Cost Averaging Even More Profitable i. Russell Report - Investment Results From Exploiting Turn-of the- Month Effects |
| Record Nr. | UNINA-9910792081203321 |
|
Ziemba W. T
|
||
| New Jersey, : World Scientific, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Energy and environmental hedge funds : the new investment paradigm / / Peter C. Fusaro, Gary M. Vasey
| Energy and environmental hedge funds : the new investment paradigm / / Peter C. Fusaro, Gary M. Vasey |
| Autore | Fusaro Peter C |
| Pubbl/distr/stampa | Singapore ; ; Hoboken, N.J., : John Wiley & Sons, 2006 |
| Descrizione fisica | 1 online resource (233 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | VaseyGary M |
| Collana | Wiley finance |
| Soggetto topico |
Hedge funds
Environmental economics Energy industries - Finance |
| ISBN |
9786613294890
9781118170021 1118170024 9781119207771 1119207770 9781283294898 1283294893 9781118170038 1118170032 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Energy and Environmental Hedge Funds; Contents; Introduction; Acknowledgements; Abbreviated Terms used in this Book; 1. The New Investors in Energy; 2. What are Energy and Environmental Hedge Funds?; 3. Why are Hedge Funds Attracted to Energy and the Environment?; 4. The Energy Complex and Investment Opportunities; 5. Energy Hedge Funds; 6. Impacts and Evidence of Hedge Fund Activity in Energy; 7. Green Hedge Funds: Trading the Environment; 8. Weather Hedge Funds; 9. Energy and Natural Resources Fund of Hedge Funds; 10. Energy Indexes; 11. A Five-year Bull Market in Energy?; Glossary; Index |
| Record Nr. | UNINA-9911018955403321 |
|
Fusaro Peter C
|
||
| Singapore ; ; Hoboken, N.J., : John Wiley & Sons, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Enhanced indexing strategies [[electronic resource] ] : utilizing futures and options to achieve higher performance / / Tristan Yates
| Enhanced indexing strategies [[electronic resource] ] : utilizing futures and options to achieve higher performance / / Tristan Yates |
| Autore | Yates Tristan |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, 2008, c2009 |
| Descrizione fisica | 1 online resource (305 p.) |
| Disciplina |
332.64/5
332.645 |
| Collana | Wiley trading series |
| Soggetto topico |
Index mutual funds
Stock price indexes Investments Portfolio management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-470-46021-0
1-119-19730-9 1-282-13700-X 9786612137006 0-470-40713-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Enhanced Indexing Strategies: Utilizing Futures and Options to Achieve Higher Performance; Contents; Preface; Chapter 1: Owning the Index; Chapter 2: Applying Leverage; Chapter 3: Indexing with Synthetics and Futures; Chapter 4: Capturing Index Appreciation with Calls; Chapter 5: Leveraged Covered Calls with Futures; Chapter 6: Rolling LEAPS Call Options Explained; Chapter 7: Long-Term Returns Using Rolled LEAPS; Chapter 8: Long and Short Profits with Call Spreads; Chapter 9: Cycling Earnings Using Spread Positions; Chapter 10: Practical Hedging with Put Spreads
Chapter 11: LEAPS Puts and Three Ways to ProfitChapter 12: Managing the Leveraged Multistrategy Portfolio; Appendix: List of Index ETFs and Futures; About the Author; Index |
| Record Nr. | UNINA-9910146150603321 |
|
Yates Tristan
|
||
| Hoboken, NJ, : John Wiley & Sons, 2008, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Enhanced indexing strategies [[electronic resource] ] : utilizing futures and options to achieve higher performance / / Tristan Yates
| Enhanced indexing strategies [[electronic resource] ] : utilizing futures and options to achieve higher performance / / Tristan Yates |
| Autore | Yates Tristan |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, 2008, c2009 |
| Descrizione fisica | 1 online resource (305 p.) |
| Disciplina |
332.64/5
332.645 |
| Collana | Wiley trading series |
| Soggetto topico |
Index mutual funds
Stock price indexes Investments Portfolio management |
| ISBN |
0-470-46021-0
1-119-19730-9 1-282-13700-X 9786612137006 0-470-40713-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Enhanced Indexing Strategies: Utilizing Futures and Options to Achieve Higher Performance; Contents; Preface; Chapter 1: Owning the Index; Chapter 2: Applying Leverage; Chapter 3: Indexing with Synthetics and Futures; Chapter 4: Capturing Index Appreciation with Calls; Chapter 5: Leveraged Covered Calls with Futures; Chapter 6: Rolling LEAPS Call Options Explained; Chapter 7: Long-Term Returns Using Rolled LEAPS; Chapter 8: Long and Short Profits with Call Spreads; Chapter 9: Cycling Earnings Using Spread Positions; Chapter 10: Practical Hedging with Put Spreads
Chapter 11: LEAPS Puts and Three Ways to ProfitChapter 12: Managing the Leveraged Multistrategy Portfolio; Appendix: List of Index ETFs and Futures; About the Author; Index |
| Record Nr. | UNINA-9910830020103321 |
|
Yates Tristan
|
||
| Hoboken, NJ, : John Wiley & Sons, 2008, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Enhanced indexing strategies : utilizing futures and options to achieve higher performance / / Tristan Yates
| Enhanced indexing strategies : utilizing futures and options to achieve higher performance / / Tristan Yates |
| Autore | Yates Tristan |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ, : John Wiley & Sons, 2008, c2009 |
| Descrizione fisica | 1 online resource (305 p.) |
| Disciplina | 332.64/5 |
| Collana | Wiley trading series |
| Soggetto topico |
Index mutual funds
Stock price indexes Investments Portfolio management |
| ISBN |
9786612137006
9780470460214 0470460210 9781119197300 1119197309 9781282137004 128213700X 9780470407134 0470407131 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Enhanced Indexing Strategies: Utilizing Futures and Options to Achieve Higher Performance; Contents; Preface; Chapter 1: Owning the Index; Chapter 2: Applying Leverage; Chapter 3: Indexing with Synthetics and Futures; Chapter 4: Capturing Index Appreciation with Calls; Chapter 5: Leveraged Covered Calls with Futures; Chapter 6: Rolling LEAPS Call Options Explained; Chapter 7: Long-Term Returns Using Rolled LEAPS; Chapter 8: Long and Short Profits with Call Spreads; Chapter 9: Cycling Earnings Using Spread Positions; Chapter 10: Practical Hedging with Put Spreads
Chapter 11: LEAPS Puts and Three Ways to ProfitChapter 12: Managing the Leveraged Multistrategy Portfolio; Appendix: List of Index ETFs and Futures; About the Author; Index |
| Altri titoli varianti | Utilizing futures and options to achieve higher performance |
| Record Nr. | UNINA-9911018908403321 |
|
Yates Tristan
|
||
| Hoboken, NJ, : John Wiley & Sons, 2008, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu
| Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu |
| Autore | Gregoriou Greg N. <1956-> |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2005 |
| Descrizione fisica | 1 online resource (178 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | ZhuJoe <1968-> |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds - Evaluation
Data envelopment analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-27681-9
9786610276813 0-471-73004-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks. |
| Record Nr. | UNINA-9910457731303321 |
|
Gregoriou Greg N. <1956->
|
||
| Hoboken, N.J., : J. Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu
| Evaluating hedge fund and CTA performance [[electronic resource] ] : data envelopment analysis approach / / Greg N. Gregoriou, Joe Zhu |
| Autore | Gregoriou Greg N. <1956-> |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2005 |
| Descrizione fisica | 1 online resource (178 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | ZhuJoe <1968-> |
| Collana | Wiley finance series |
| Soggetto topico |
Hedge funds - Evaluation
Data envelopment analysis |
| ISBN |
1-280-27681-9
9786610276813 0-471-73004-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fund selection and data envelopment analysis -- Dea models -- Classification methods -- Benchmarking models -- Data, inputs and outputs -- Application of basic dea models -- Application of returns-to-scale -- Application of context-dependent dea -- Application of fixed-and variable-benchmark models -- Closing remarks. |
| Record Nr. | UNINA-9910784405403321 |
|
Gregoriou Greg N. <1956->
|
||
| Hoboken, N.J., : J. Wiley, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
