Sämtliche Schriften, 9 Bde., Bd.4, Lohengrin und Tannhäuser von Richard Wagner - Taschenbuch

Buch in der Datenbank seit 2007-06-13T00:56:56+02:00 (Berlin)
Detailseite zuletzt geändert am 2024-05-12T21:54:50+02:00 (Berlin)
ISBN/EAN: 3765102350

ISBN - alternative Schreibweisen:
3-7651-0235-0, 978-3-7651-0235-6
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: kleinertz rainer, franz liszt, altenburg detlef, richard wagner, gerhard winkler, gerhard kleiner, franz alt, klein franz, klei, detlef kleinert
Titel des Buches: wagner tannhäuser, ich richard, schriften bde, tannhuser, liszt sämtliche schriften, schriften und, saemtliche schriften, tannhauser lohengrin richard wagner, franz liszt, schriften 1989

Daten vom Verlag:

Autor/in: Franz Liszt
Titel: Sämtliche Schriften Band 4 - Lohengrin" und "Tannhäuser" von Richard Wagner Breitkopf & Härtel 336 1989 DE BB; LEINEN; Hardcover, Softcover / Musik/Monografien; Komponisten und Songwriter; Entdecken; Musikdrama; Wagner, Richard; Tannhäuser; Lohengrin; Liszt, Franz; Verstehen 770 ger 98.70 EUR 165 245 DE 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9781441936899 Abraham Lioui Dynamic Asset Allocation with Forwards and Futures Springer; Springer US 264 2010-10-29 New York; NY; US BC; Finance, general; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Verstehen; Finance; Futures; Futures markets; Hedging; Investment; Portfolio; Stochastic Interest Rates; Macroeconomics/Monetary Economics//Financial Economics; Economic Theory/Quantitative Economics/Mathematical Methods; Financial Economics; Macroeconomics and Monetary Economics; Quantitative Economics; Makroökonomie; Wirtschaftstheorie und -philosophie; BB 454 eng 109.99 EUR 155 235 NL Preface.- Acknowledgements.- Notations.- Part I: The Basics.- Forward and Futures Markets.- Standard Pricing Results Under Deterministic and Stochastic Interest Rates.- Part II: Investment and Hedging.- Pure Hedging.- Optimal Dynamic Portfolio Choice in Complete Markets.- Optimal Dynamic Portfolio Choice in Incomplete Markets.- Optimal Currency Risk Hedging.- Optimal Spreading.- Pricing and Hedging under Stochastic Dividend or Convenience Yield.- Part III: General Equilibrium Pricing.- Equilibrium Asset Pricing in an Endowment Economy with Non-Redundant Forward or Futures Contracts.- Equilibrium Asset Pricing in a Production Economy with Non-Redundant Forward or Futures Contracts.- General Equilibrium Pricing of Futures and Forward Contracts written on the CPI.- References.- Subject Index. 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This book proposes an alternative approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework that is in line with what has been done many years ago for options markets.";}}}i:1;a:2:{s:4:"NAME";s:11:"TextContent";s:5:"CHILD";a:3:{i:0;a:2:{s:4:"NAME";s:8:"TextType";s:5:"CDATA";s:2:"03";}i:1;a:2:{s:4:"NAME";s:15:"ContentAudience";s:5:"CDATA";s:2:"03";}i:2;a:3:{s:4:"NAME";s:4:"Text";s:5:"ATTRS";a:1:{s:10:"textformat";s:2:"06";}s:5:"CDATA";s:1309:"This book is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve in time, what optimal strategies one can expect the participants to follow, whether they pertain to arbitrage, speculation or hedging, what characterizes such markets and what major theoretical and practical differences distinguish futures from forward contracts. It should be of interest to students (MBAs majoring in finance with quantitative skills and PhDs in finance and financial economics), academics (both theoreticians and empiricists), practitioners, and regulators. Standard textbooks dealing with forward and futures markets generally focus on the description of the contracts, institutional details, and the effective (as opposed to theoretically optimal) use of these instruments by practitioners. The theoretical analysis is often reduced to the (undoubtedly important) cash-and-carry relationship and the computation of the simple, static, minimum variance hedge ratio. This book proposes an alternative approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework that is in line with what has been done many years ago for options markets.";}}}i:2;a:2:{s:4:"NAME";s:11:"TextContent";s:5:"CHILD";a:3:{i:0;a:2:{s:4:"NAME";s:8:"TextType";s:5:"CDATA";s:2:"04";}i:1;a:2:{s:4:"NAME";s:15:"ContentAudience";s:5:"CDATA";s:2:"03";}i:2;a:3:{s:4:"NAME";s:4:"Text";s:5:"ATTRS";a:1:{s:10:"textformat";s:2:"06";}s:5:"CDATA";s:800:"Preface.- Acknowledgements.- Notations.- Part I: The Basics.- Forward and Futures Markets.- Standard Pricing Results Under Deterministic and Stochastic Interest Rates.- Part II: Investment and Hedging.- Pure Hedging.- Optimal Dynamic Portfolio Choice in Complete Markets.- Optimal Dynamic Portfolio Choice in Incomplete Markets.- Optimal Currency Risk Hedging.- Optimal Spreading.- Pricing and Hedging under Stochastic Dividend or Convenience Yield.- Part III: General Equilibrium Pricing.- Equilibrium Asset Pricing in an Endowment Economy with Non-Redundant Forward or Futures Contracts.- Equilibrium Asset Pricing in a Production Economy with Non-Redundant Forward or Futures Contracts.- General Equilibrium Pricing of Futures and Forward Contracts written on the CPI.- References.- Subject Index.";}}}i:3;a:2:{s:4:"NAME";s:11:"TextContent";s:5:"CHILD";a:3:{i:0;a:2:{s:4:"NAME";s:8:"TextType";s:5:"CDATA";s:2:"05";}i:1;a:2:{s:4:"NAME";s:15:"ContentAudience";s:5:"CDATA";s:2:"03";}i:2;a:3:{s:4:"NAME";s:4:"Text";s:5:"ATTRS";a:1:{s:10:"textformat";s:2:"05";}s:5:"CHILD";a:5:{i:0;a:2:{s:4:"NAME";s:1:"p";s:5:"CDATA";s:421:"DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets, and what major theoretical and practical differences distinguish futures from forward contracts.";}i:1;a:1:{s:4:"NAME";s:1:"p";}i:2;a:2:{s:4:"NAME";s:1:"p";s:5:"CDATA";s:479:"The book proposes an approach of these markets from the perspective of dynamic asset allocation and asset pricing theory within an inter-temporal framework. The main ingredients that are used are the assumed absence of frictions and arbitrage opportunities in financial and real markets, the uniqueness of the economic general equilibrium, when such an equilibrium is required and the tools of continuous time finance, namely martingale theory and stochastic dynamic programming.";}i:3;a:1:{s:4:"NAME";s:1:"p";}i:4;a:2:{s:4:"NAME";s:1:"p";s:5:"CDATA";s:825:"The scope of DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is essentially theoretical, with emphasis on economic meaning and financial interpretation. Regarding investment and/or hedging, focus is on optimal strategies rather than on actual practice. Simulations, however, are performed when important insights can be delivered as to the practical relevance of some theoretical results. Also, optimal strategies using futures are shown to differ markedly from those using forwards. 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Bonn; DE