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| Link zu diesem Datensatz | https://d-nb.info/1370287305 |
| Art des Inhalts | Aufsatzsammlung |
| Titel | Derivatives Applications in Asset Management : From Theory to Practice / edited by Frank J. Fabozzi, Marielle de Jong |
| Person(en) |
Fabozzi, Frank J. (Herausgeber) Jong, Marielle de (Herausgeber) |
| Organisation(en) | SpringerLink (Online service) (Sonstige) |
| Ausgabe | 1st ed. 2025 |
| Verlag | Cham : Springer Nature Switzerland, Imprint: Palgrave Macmillan |
| Zeitliche Einordnung | Erscheinungsdatum: 2025 |
| Umfang/Format | Online-Ressource, XXXVII, 471 p. 178 illus., 8 illus. in color. : online resource. |
| Andere Ausgabe(n) |
Printed edition:: ISBN: 978-3-031-86353-0 Printed edition:: ISBN: 978-3-031-86355-4 Printed edition:: ISBN: 978-3-031-86356-1 |
| Inhalt | Part 1: Derivatives Fundamentals for Asset Managers -- Chapter 1: Introduction -- Chapter 2: Equity Derivatives -- Chapter 3: Bond-Related Derivatives -- Chapter 4: Foreign Exchange Derivatives -- Chapter 5: Volatility Derivatives -- Chapter 6: Managing Volatility and Capturing Returns Through Derivatives -- Chapter 7: Using Derivatives to Rebalance A Multi-Asset Portfolio with Private Investments -- Chapter 8: Option Income Strategies Design -- Chapter 9: Liquidity Management with Stock-Index Futures -- Chapter 10: Performance Attribution Analysis for Derivatives -- Chapter 11: Extracting Market Views from Derivative Prices -- Part 2: Case Studies in Managing Risk and Capital Protection -- Chapter 12: Risk Management with Stock Index Futures and Put Options -- Chapter 13: Using Options for Tail Risk Hedging -- Chapter 14: Bond Portfolio Hedging with U.S. Treasury Futures -- Chapter 15: Consumer Mortgage Portfolio Hedging with Interest Rate Swaps -- Chapter 16: Hedging Interest Rate Risk in Life Insurance Using Interest Rate Derivatives -- Chapter 17: Hedging Systematic Risk in High Yield with Equity Derivatives -- Chapter 18: Hedging the Mortgage Pipeline with To-Be-Announced (TBA) Securities -- Chapter 19: Application of FX Options in Portfolio Management -- Chapter 20: FX Forward Contracts for Portfolio Management Applications -- Part 3: Case Studies in Leverage and Exposure Management -- Chapter 21: Exploring the Mechanics and Applications of Equity Swaps in Investment Portfolios -- Chapter 22: Cash Equitization in Global Equity and Multi-Asset Portfolios -- Chapter 23: Quantifying Event Risk with Equity Options -- Chapter 24: Hedging Interest-Rate in High-Yield Bonds -- Chapter 25: The Role of Futures in Tactical Asset Allocation: Managing Market Exposure -- Chapter 26: Use of Derivatives in Overlays: Downside Protection and Upside Capture -- Chapter 27: Currency Hedging with a Derivatives Overlay -- Part 4: Case Studies in Income Enhancement Strategies -- Chapter 28: Managing Path Dependency and Balancing Yield in Option Income Strategies -- Chapter 29: Harvesting Volatility Risk Premium with Equity Index Options -- Chapter 30: Augmenting Covered Call Returns with Stock Index Options -- Chapter 31: Targeting Options-Based Income with Puts and Calls -- Chapter 32: Efficiently Replicating Corporate Bond Returns with CDS Indices -- Chapter 33: Using Credit Default Swaps to Enhance the Return-to-Risk Profile of Buy-and-Hold Bond Portfolios |
| Persistent Identifier |
URN: urn:nbn:de:101:1-2507010406034.221672763364 DOI: 10.1007/978-3-031-86354-7 |
| URL | https://doi.org/10.1007/978-3-031-86354-7 |
| ISBN/Einband/Preis | 978-3-031-86354-7 |
| Sprache(n) | Englisch (eng) |
| DDC-Notation | 658.155 (maschinell ermittelte DDC-Kurznotation) |
| Sachgruppe(n) | 650 Management |
| Online-Zugriff | Archivobjekt öffnen |
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