Derivatives and Hedge Funds

ISBN-13: 9781137554161 / Angielski / Twarda / 2015 / 397 str.

Stephen Satchell

Opis

This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF).

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O autorze

Stephen Satchell is a Lecturer in Financial Economics at Birbeck University of London, UK and Professor at the University of Sydney, Australia. His research covers a number of topics in the broad areas of econometrics, finance, risk measurement and utility theory, and his current research looks at alternative methods of portfolio construction and risk management, as well as work on non-linear dynamic models. Stephen has strong links with Inquire (Institute for Quantitative Investment Research), is on the management committee of LQG (London Quant Group), and is a Fellow of Trinity College Cambridge where he has Isaac Newton's rooms.