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401(k) Day Trading [[electronic resource] ] : The Art of Cashing in on a Shaky Market in Minutes a Day
| 401(k) Day Trading [[electronic resource] ] : The Art of Cashing in on a Shaky Market in Minutes a Day |
| Autore | Schmitt Richard |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | New York, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina |
332.024/0145
332.0240145 |
| Collana | Wiley Trading |
| Soggetto topico |
401(k) plans --Management
Day trading (Securities) --United States Portfolio management --United States Retirement income --United States --Planning 401(k) plans - Management - United States Retirement income - Planning - United States Day trading (Securities) - United States Portfolio management Business & Economics Labor & Workers' Economics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20268-X
1-283-25800-5 9786613258007 1-118-12821-4 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 401(k) DayTrading; Contents; Preface; Acknowledgments; PART I Introduction; PART II Environment; PART III Rationale; PART IV Process; APPENDIX A Decision Tree Controlling Transition of Day Trading Accounts; APPENDIX B Outside Assistance in 401(k) Day Trading through Systems, Services, or Funds; Notes; Glossary; About the Author; Index |
| Record Nr. | UNINA-9910139586203321 |
Schmitt Richard
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||
| New York, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
401(k) Day Trading [[electronic resource] ] : The Art of Cashing in on a Shaky Market in Minutes a Day
| 401(k) Day Trading [[electronic resource] ] : The Art of Cashing in on a Shaky Market in Minutes a Day |
| Autore | Schmitt Richard |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | New York, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina |
332.024/0145
332.0240145 |
| Collana | Wiley Trading |
| Soggetto topico |
401(k) plans --Management
Day trading (Securities) --United States Portfolio management --United States Retirement income --United States --Planning 401(k) plans - Management - United States Retirement income - Planning - United States Day trading (Securities) - United States Portfolio management Business & Economics Labor & Workers' Economics |
| ISBN |
1-119-20268-X
1-283-25800-5 9786613258007 1-118-12821-4 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 401(k) DayTrading; Contents; Preface; Acknowledgments; PART I Introduction; PART II Environment; PART III Rationale; PART IV Process; APPENDIX A Decision Tree Controlling Transition of Day Trading Accounts; APPENDIX B Outside Assistance in 401(k) Day Trading through Systems, Services, or Funds; Notes; Glossary; About the Author; Index |
| Record Nr. | UNINA-9910830116603321 |
|
Schmitt Richard
|
||
| New York, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
401(k) Day Trading [[electronic resource] ] : The Art of Cashing in on a Shaky Market in Minutes a Day
| 401(k) Day Trading [[electronic resource] ] : The Art of Cashing in on a Shaky Market in Minutes a Day |
| Autore | Schmitt Richard |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | New York, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (318 p.) |
| Disciplina |
332.024/0145
332.0240145 |
| Collana | Wiley Trading |
| Soggetto topico |
401(k) plans --Management
Day trading (Securities) --United States Portfolio management --United States Retirement income --United States --Planning 401(k) plans - Management - United States Retirement income - Planning - United States Day trading (Securities) - United States Portfolio management Business & Economics Labor & Workers' Economics |
| ISBN |
1-119-20268-X
1-283-25800-5 9786613258007 1-118-12821-4 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 401(k) DayTrading; Contents; Preface; Acknowledgments; PART I Introduction; PART II Environment; PART III Rationale; PART IV Process; APPENDIX A Decision Tree Controlling Transition of Day Trading Accounts; APPENDIX B Outside Assistance in 401(k) Day Trading through Systems, Services, or Funds; Notes; Glossary; About the Author; Index |
| Record Nr. | UNINA-9910840543903321 |
|
Schmitt Richard
|
||
| New York, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Accounting for derivatives : advanced hedging under ifrs 9 / / Juan Ramirez
| Accounting for derivatives : advanced hedging under ifrs 9 / / Juan Ramirez |
| Autore | Ramirez Juan <1961-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | West Sussex, United Kingdom ; ; New York : , : John Wiley & Sons, Inc., , 2015 |
| Descrizione fisica | 1 online resource (986 pages) : illustrations (some color) |
| Disciplina | 657/.7 |
| Collana | The wiley finance series |
| Soggetto topico |
Financial instruments - Accounting - Standards
Derivative securities - Accounting Hedging (Finance) - Accounting |
| ISBN |
1-118-81796-6
1-119-06587-9 1-118-81794-X |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910132284503321 |
|
Ramirez Juan <1961->
|
||
| West Sussex, United Kingdom ; ; New York : , : John Wiley & Sons, Inc., , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced equity derivatives [[electronic resource] ] : volatility and correlation / / Se̊bastien Bossu
| Advanced equity derivatives [[electronic resource] ] : volatility and correlation / / Se̊bastien Bossu |
| Autore | Bossu Sébastien |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2014 |
| Descrizione fisica | 1 online resource (172 p.) |
| Disciplina | 332.64/57 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Derivative securities
Actius financers derivats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
1-118-77471-X
1-118-83536-0 1-118-77484-1 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Foreword; Preface; Acknowledgments; Chapter 1 Exotic Derivatives; 1-1 Single-Asset Exotics; 1-1.1 Digital Options; 1-1.2 Asian Options; 1-1.3 Barrier Options; 1-1.4 Lookback Options; 1-1.5 Forward Start Options; 1-1.6 Cliquet Options; 1-2 Multi-Asset Exotics; 1-2.1 Spread Options; 1-2.2 Basket Options; 1-2.3 Worst-Of and Best-Of Options; 1-2.4 Quanto Options; 1-3 Structured Products; References; Problems; 1.1 "Free" Option; 1.2 Autocallable; 1.3 Geometric Asian Option; 1.4 Change of Measure; 1.5 At-the-Money Lookback Options; 1.6 Siegel's Paradox
Appendix 1.A: Change of Measure and Girsanov's TheoremChapter 2 The Implied Volatility Surface; 2-1 The Implied Volatility Smile and Its Consequences; 2-1.1 Consequence for the Pricing of Call and Put Spreads; 2-1.2 Consequence for Hedge Ratios; 2-1.3 Consequence for the Pricing of Exotics; 2-2 Interpolation and Extrapolation; 2-3 Implied Volatility Surface Properties; 2-4 Implied Volatility Surface Models; 2-4.1 A Parametric Model of Implied Volatility: The SVI Model; 2-4.2 Indirect Models of Implied Volatility; References; Problems; 2.1 No Call or Put Spread Arbitrage Condition 2.2 No Butterfly Spread Arbitrage Condition2.3 Sticky True Delta Rule; 2.4 SVI Fit; Chapter 3 Implied Distributions; 3-1 Butterfly Spreads and the Implied Distribution; 3-2 European Payoff Pricing and Replication; 3-3 Pricing Methods for European Payoffs; 3-4 Greeks; References; Problems; 3.1 Overhedging Concave Payoffs; 3.2 Perfect Hedging with Puts and Calls; 3.3 Implied Distribution and Exotic Pricing; 3.4 Conditional Pricing; 3.5 Path-Dependent Payoff; 3.6 Delta; Chapter 4 Local Volatility and Beyond; 4-1 Local Volatility Trees; 4-2 Local Volatility in Continuous Time 4-3 Calculating Local Volatilities4-3.1 Dupire's Equation; 4-3.2 From Implied Volatility to Local Volatility; 4-3.3 Hedging with Local Volatility; 4-4 Stochastic Volatility; 4-4.1 Hedging Theory; 4-4.2 Connection with Local Volatility; 4-4.3 Monte Carlo Method; 4-4.4 Pricing and Hedging Forward Start Options; 4-4.5 A Word on Stochastic Volatility Models with Jumps; References; Problems; 4.1 From Implied to Local Volatility; 4.2 Market Price of Volatility Risk; 4.3 Local Volatility Pricing; Appendix 4.A: Derivation of Dupire's Equation; Chapter 5 Volatility Derivatives; 5-1 Volatility Trading 5-2 Variance Swaps5-2.1 Variance Swap Payoff; 5-2.2 Variance Swap Market; 5-2.3 Variance Swap Hedging and Pricing; 5-2.4 Forward Variance; 5-3 Realized Volatility Derivatives; 5-4 Implied Volatility Derivatives; 5-4.1 VIX Futures; 5-4.2 VIX Options; References; Problems; 5.1 Delta-Hedging P&L Simulation; 5.2 Volatility Trading with Options; 5.3 Fair Variance Swap Strike; 5.4 Generalized Variance Swaps; 5.5 Call on Realized Variance; Chapter 6 Introducing Correlation; 6-1 Measuring Correlation; 6-1.1 Historical Correlation; 6-1.2 Implied Correlation; 6-2 Correlation Matrices 6-3 Correlation Average |
| Record Nr. | UNINA-9910132199803321 |
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Bossu Sébastien
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| Hoboken, New Jersey : , : John Wiley & Sons, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The advanced fixed income and derivatives management guide / / Saied Simozar
| The advanced fixed income and derivatives management guide / / Saied Simozar |
| Autore | Simozar Saied <1954-> |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (365 p.) |
| Disciplina | 332.63/2044 |
| Collana | Wiley Finance Series |
| Soggetto topico |
Fixed-income securities
Derivative securities Portfoliio management |
| ISBN |
1-119-01417-4
1-119-01415-8 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; List of Tables; List of Figures; Abbreviations; Notation; Preface; Acknowledgement; Foreword; About the Author; Introduction; Chapter 1 Review of Market Analytics ; 1.1 Bond Valuation; 1.2 Simple Bond Analytics; 1.3 Portfolio Analytics; 1.4 Key Rate Durations; Chapter 2 Term Structure of Rates; 2.1 Linear and Non-linear Space; 2.2 Basis Functions; 2.3 Decay Coefficient; 2.4 Forward Rates; 2.5 Par Curve; 2.6 Application to the US Yield Curve; 2.7 Historical Yield Curve Components; 2.8 Significance of the Term Structure Components
2.9 Estimating the Value of Decay CoefficientChapter 3 Comparison of Basis Functions; 3.1 Polynomial Basis Functions; 3.2 Exponential Basis Functions; 3.3 Orthogonal Basis Functions; 3.4 Key Basis Functions; 3.5 Transformation of Basis Functions; 3.6 Comparison with the Principal Components Analysis; 3.7 Mean Reversion; 3.8 Historical Tables of Basis Functions; Chapter 4 Risk Measurement; 4.1 Interest Rate Risks; 4.2 Zero Coupon Bonds Examples; 4.3 Eurodollar Futures Contracts Examples; 4.4 Conventional Duration of a Portfolio; 4.5 Risks and Basis Functions 4.6 Application to Key Rate Duration4.7 Risk Measurement of a Treasury Index; Chapter 5 Performance Attribution; 5.1 Curve Performance; 5.2 Yield Performance; 5.3 Security Performance; 5.4 Portfolio Performance; 5.5 Aggregation of Contribution to Performance; Chapter 6 Libor and Swaps; 6.1 Term Structure of Libor; 6.2 Adjustment Table for Rates; 6.3 Risk Measurement and Performance Attribution of Swaps; 6.4 Floating Libor Valuation and Risks; 6.5 Repo and Financing Rate; 6.6 Structural Problem of Swaps; Chapter 7 Trading; 7.1 Liquidity Management; 7.2 Forward Pricing; 7.3 Curve Trading 7.4 Synthetic Securities7.5 Real Time Trading; Chapter 8 Linear Optimization and Portfolio Replication; 8.1 Portfolio Optimization Example; 8.2 Conversion to and from Conventional KRD; 8.3 KRD and Term Structure Hedging; Chapter 9 Yield Volatility; 9.1 Price Function of Yield Volatility; 9.2 Term Structure of Yield Volatility; 9.3 Volatility Adjustment Table; 9.4 Forward and Instantaneous Volatility; Chapter 10 Convexity and Long Rates; 10.1 Theorem: Long Rates Can Never Change; 10.2 Convexity Adjusted TSIR; 10.3 Application to Convexity; 10.4 Convexity Bias of Eurodollar Futures Chapter 11 Real Rates and Inflation Expectations11.1 Term Structure of Real Rates; 11.2 Theorem: Real Rates Can't Have Log-normal Distribution; 11.3 Inflation Linked (IL) Bonds; 11.4 Seasonal Adjustments to Inflation; 11.5 Inflation Swaps; Chapter 12 Credit Spreads; 12.1 Equilibrium Credit Spread; 12.2 Term Structure of Credit Spreads; 12.3 Risk Measurement of Credit Securities; 12.4 Credit Risks Example; 12.5 Floating Rate Credit Securities; 12.6 TSCS Examples; 12.7 Relative Values of Credit Securities; 12.8 Performance Attribution of Credit Securities; 12.9 Term Structure of Agencies 12.10 Performance Contribution |
| Record Nr. | UNINA-9910140645203321 |
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Simozar Saied <1954->
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| Chichester, England : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Agricultural finance : from crops to land, water and infrastructure / / Hélyette Geman
| Agricultural finance : from crops to land, water and infrastructure / / Hélyette Geman |
| Autore | Geman Hélyette |
| Pubbl/distr/stampa | Chichester, West Sussex, United Kingdom : , : John Wiley and Sons, Inc., , 2015 |
| Descrizione fisica | 1 online resource (291 p.) |
| Disciplina | 338.1/3 |
| Collana | The Wiley finance series |
| Soggetto topico |
Commodity exchanges
Agricultural prices Agricultural industries Investments |
| ISBN |
1-118-82735-X
1-118-82736-8 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Acknowledgments; About the Author; Preamble; Chapter 1 Physical and Financial Agricultural Markets; 1.1 Agriculture and the Beginning of Human Sedentarization; 1.1.1 Some recent numbers; 1.1.2 The growing role of Africa; 1.2 The Outlook of Agricultural Commodities Markets; 1.2.1 Recent mergers and acquisitions; 1.2.2 'Trading places': from the ABCD to the NOW; 1.2.3 The physical markets; 1.2.4 The global flows of commodities; 1.2.5 Back to the future: a new age for barter; 1.2.6 The sources of information in agricultural commodity markets
1.3 History of Commodity Futures and Spot Markets 1.3.1 The actors in financial markets; 1.3.2 The actors in agricultural commodity exchanges; 1.3.3 The growth of Futures markets exchanges and the recent mergers; 1.3.4 Futures markets and price volatility; 1.3.5 The role of indexes in the creation of efficient commodity spot markets; 1.3.6 Commodities and numéraire; 1.4 Shipping and Freight; 1.4.1 International trade; 1.4.2 Price formation in freight markets; Chapter 2 Agricultural Commodity Spot Markets; 2.1 Introduction; 2.2 Price Formation in Agricultural Commodity Markets 2.3 Volatility in Agricultural Markets 2.3.1 Volatility of the price level versus return in agricultural commodity markets; 2.3.2 Which factors drive volatility?; 2.3.3 Conclusion; Chapter 3 Futures Exchanges - Future and Forward Prices - Theory of Storage - The Forward Curve; 3.1 Major Commodity Exchanges; 3.2 Forward Contracts; 3.3 Futures Contracts; 3.3.1 Definition; 3.3.2 Exchange of Futures for physicals (EFP); 3.4 Relationship between Forward and Futures Prices; 3.5 Example of a Future Spread; 3.6 Inventory and Theory of Storage; 3.6.1 Spot and Futures prices volatilities 3.6.2 Development of the theory of storage: inventory and prices 3.7 The Benefits of Forward Curves; 3.7.1 Trading strategies around forward curves; 3.7.2 Example of a seasonality-based Futures spread; 3.7.3 From linear to convex payoffs; 3.8 Stochastic Modeling of the Forward Curve; Chapter 4 Plain Vanilla Options on Commodity Spot and Forward Prices. The Bachelier-Black-Scholes Formula, the Merton Formula, the Black Formula; 4.1 Introduction; 4.2 Classical Strategies involving European Calls and Puts; 4.2.1 Straddle; 4.2.2 Strangle; 4.2.3 Call spread or vertical call spread 4.2.4 Butterfly spread 4.3 Put-Call Parity for a Non-dividend Paying Stock; 4.4 Valuation of European Calls: the Bachelier-Black-Scholes Formula and the Greeks; 4.4.1 Consequences of the Black-Scholes formula; 4.4.2 The Greeks; 4.5 The Merton (1973) Formula for Dividend-paying Stocks; 4.6 Options on Commodity Spot Prices; 4.7 Options on Commodity Futures: the Black (1976) Formula; 4.8 Monte-Carlo Simulations for Option Pricing; 4.8.1 The founding result; 4.8.2 Monte-Carlo methods for plain vanilla options on non-dividend paying stocks 4.8.3 Monte-Carlo methods for plain vanilla options on the spot commodity |
| Record Nr. | UNINA-9910132303703321 |
|
Geman Hélyette
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||
| Chichester, West Sussex, United Kingdom : , : John Wiley and Sons, Inc., , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Alternative assets [[electronic resource] ] : investments for a post-crisis world / / Guy Fraser-Sampson
| Alternative assets [[electronic resource] ] : investments for a post-crisis world / / Guy Fraser-Sampson |
| Autore | Fraser-Sampson Guy |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (250 p.) |
| Disciplina | 332.6 |
| Soggetto topico |
Portfolio management
Investment analysis |
| ISBN |
1-119-20582-4
1-283-37301-7 9786613373014 0-470-97688-8 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alternative Assets: Investments for a Post-Crisis World; Contents; Preface; Acknowledgements; 1. What are Alternative Assets?; Liquid; Unquoted; Non bonds or equities; Are alternative assets really "alternative"?; Thoughts on classification; Private assets; Commodity type assets; Volatility and valuation issues; Time horizons; Global Tactical Asset Allocation (GTAA); An alternative way of accessing conventional assets?; What we will be considering; Summary; 2. Investing in Alternative Assets; Why should we invest in alternative assets?; The traditional worldview; Risk (volatility)
Liquidity Problems posed by the traditional world view so far as alternative assets are concerned; The tail wags the dog; The parallel universe of pension funds; Volatility as risk; Liquidity; How much liquidity do you really need?; The illiquidity premium; Problems with liquidity; The stock market goes supernova; Liquidity and volatility; Liquidity and correlation; Extending the efficient frontier; Correlation; Active and passive investing - beta and alpha; The rationale for alternative assets; Summary; 3. Real estate; Real estate beta; Real estate exposure; Direct; Quoted Quoted (1): property companies Quoted (2): REITS; Quoted (3): ETFs; Unquoted (1): unlisted property funds; Unquoted (2): private real estate; Synthetic; Summary; 4. Energy; Spot trading; Influences on pricing; Untapped reserves; The (US) strategic petroleum reserve; Production and growth in oil hungry economies; Weather; Political factors; Terrorism; The US dollar; Accessing oil as an investment; Investing in the shares of oil companies; Synthetic exposure; Oil ETFs; Bio-fuels; Natural gas; Oil and gas royalties; Energy as an investment; Summary; 5. Private Equity Private equity - definition and types Buyout; Drivers; History and development; Development capital; Characteristics; Minority shareholder protection; Deal types; Growth capital; Venture capital; Venture returns and home runs; Mezzanine; Quoted private equity; Private equity funds; Private equity returns; The J-Curve, IRRS and multiples; Vintage year returns; Funds, funds of funds and secondaries; Concluding thoughts on private equity; Summary; 6. Hedge Funds; Introduction; Use of derivative instruments; Leverage; Some common elements; Legal structure; Type of trades; Lack of transparency How hedge funds invest - an overview Long and long/short; Credit based; Global macro; Specific strategies; Long only; Long/short; (Equity) market neutral; Convertible arbitrage; Statistical arbitrage ("stat arb"); Merger arbitrage; Fixed income arbitrage; Global macro; Event driven; Distressed; Fund of funds; The hedge fund model - pros, cons and the future; Redemption/co-investor risk; Some final thoughts on hedge funds; Summary; 7. Infrastructure; What is infrastructure?; Secondary and primary infrastructure; Regulated and demand-driven; Drivers; Government; Investors; Industry; Threats Regulatory/governmental |
| Record Nr. | UNINA-9910139737203321 |
|
Fraser-Sampson Guy
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||
| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Alternative assets [[electronic resource] ] : investments for a post-crisis world / / Guy Fraser-Sampson
| Alternative assets [[electronic resource] ] : investments for a post-crisis world / / Guy Fraser-Sampson |
| Autore | Fraser-Sampson Guy |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (250 p.) |
| Disciplina | 332.6 |
| Soggetto topico |
Portfolio management
Investment analysis |
| ISBN |
1-119-20582-4
1-283-37301-7 9786613373014 0-470-97688-8 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Alternative Assets: Investments for a Post-Crisis World; Contents; Preface; Acknowledgements; 1. What are Alternative Assets?; Liquid; Unquoted; Non bonds or equities; Are alternative assets really "alternative"?; Thoughts on classification; Private assets; Commodity type assets; Volatility and valuation issues; Time horizons; Global Tactical Asset Allocation (GTAA); An alternative way of accessing conventional assets?; What we will be considering; Summary; 2. Investing in Alternative Assets; Why should we invest in alternative assets?; The traditional worldview; Risk (volatility)
Liquidity Problems posed by the traditional world view so far as alternative assets are concerned; The tail wags the dog; The parallel universe of pension funds; Volatility as risk; Liquidity; How much liquidity do you really need?; The illiquidity premium; Problems with liquidity; The stock market goes supernova; Liquidity and volatility; Liquidity and correlation; Extending the efficient frontier; Correlation; Active and passive investing - beta and alpha; The rationale for alternative assets; Summary; 3. Real estate; Real estate beta; Real estate exposure; Direct; Quoted Quoted (1): property companies Quoted (2): REITS; Quoted (3): ETFs; Unquoted (1): unlisted property funds; Unquoted (2): private real estate; Synthetic; Summary; 4. Energy; Spot trading; Influences on pricing; Untapped reserves; The (US) strategic petroleum reserve; Production and growth in oil hungry economies; Weather; Political factors; Terrorism; The US dollar; Accessing oil as an investment; Investing in the shares of oil companies; Synthetic exposure; Oil ETFs; Bio-fuels; Natural gas; Oil and gas royalties; Energy as an investment; Summary; 5. Private Equity Private equity - definition and types Buyout; Drivers; History and development; Development capital; Characteristics; Minority shareholder protection; Deal types; Growth capital; Venture capital; Venture returns and home runs; Mezzanine; Quoted private equity; Private equity funds; Private equity returns; The J-Curve, IRRS and multiples; Vintage year returns; Funds, funds of funds and secondaries; Concluding thoughts on private equity; Summary; 6. Hedge Funds; Introduction; Use of derivative instruments; Leverage; Some common elements; Legal structure; Type of trades; Lack of transparency How hedge funds invest - an overview Long and long/short; Credit based; Global macro; Specific strategies; Long only; Long/short; (Equity) market neutral; Convertible arbitrage; Statistical arbitrage ("stat arb"); Merger arbitrage; Fixed income arbitrage; Global macro; Event driven; Distressed; Fund of funds; The hedge fund model - pros, cons and the future; Redemption/co-investor risk; Some final thoughts on hedge funds; Summary; 7. Infrastructure; What is infrastructure?; Secondary and primary infrastructure; Regulated and demand-driven; Drivers; Government; Investors; Industry; Threats Regulatory/governmental |
| Record Nr. | UNINA-9910813803903321 |
|
Fraser-Sampson Guy
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| Hoboken, N.J., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The art and science of technical analysis [[electronic resource] ] : market structure, price action, and trading strategies / / Adam Grimes
| The art and science of technical analysis [[electronic resource] ] : market structure, price action, and trading strategies / / Adam Grimes |
| Autore | Grimes Adam <1973-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, 2012 |
| Descrizione fisica | 1 online resource (481 p.) |
| Disciplina | 332.63/2042 |
| Collana | Wiley trading series |
| Soggetto topico | Investment analysis |
| ISBN |
1-119-20283-3
1-280-69950-7 9786613676481 1-118-22427-2 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. The foundation of technical analysis -- pt. 2. Market structure -- pt. 3. Trading strategies -- pt. 4. The individual, self-directed trader. |
| Record Nr. | UNINA-9910141419103321 |
|
Grimes Adam <1973->
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| Hoboken, N.J., : John Wiley & Sons, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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