|
|
Sold Out
Book Categories |
| List of Illustrations | ||
| Foreword | ||
| Acknowledgments | ||
| Introduction | 1 | |
| Pt. I | From Ideas into Products | 15 |
| 1 | Options and Option Replication | 19 |
| 2 | Synthetic Portfolio Insurance: The Sell | 35 |
| 3 | A Free Lunch? | 47 |
| 4 | Who Needs It? | 59 |
| Pt. II | The Crash of 1987: A Reality Check | 69 |
| 5 | The Fall of a Reigning Paradigm | 75 |
| 6 | Animal Spirits | 83 |
| 7 | Bubbles, Cascades, and Chaos | 95 |
| 8 | Futures and Index Arbitrage | 105 |
| Pt. III | How Dynamic Hedging Moved Markets | 121 |
| 9 | Synthetic Puts and the 1987 Crash: Theory | 125 |
| 10 | Synthetic Puts and the 1987 Crash: Evidence | 147 |
| 11 | Alibis I: The US Crash | 161 |
| 12 | Alibis II: Across Time and Space | 173 |
| 13 | Did Insurance Live Up To Its Name? | 187 |
| Pt. IV | Option Replication Resurrected | 203 |
| 14 | Mini-Crashes of 1989, 1991, and 1997 | 207 |
| 15 | Sons of Portfolio Insurance | 223 |
| 16 | The Enduring Risks of Synthetic Options | 243 |
| 17 | Living with Investment Risk | 263 |
| 18 | Late Developments: Awful August 1998 and the Long-Term Capital Fallout | 273 |
| Epilogue | 295 | |
| App. A | The Early Debate | 301 |
| App. B | Option Basics | 309 |
| App. C | Option Replication | 321 |
| App. D | Synthetic Options versus Static-Allocation Portfolios | 335 |
| Glossary | 337 | |
| Bibliography | 349 | |
| Index | 373 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish List
X
This item is in your Collection
Capital Ideas and Market Realities : Option Replication, Investor Behavior, and Stock Market Crashes
X
This Item is in Your Inventory
Capital Ideas and Market Realities : Option Replication, Investor Behavior, and Stock Market Crashes
X
You must be logged in to review the productsX
X
X
Add Capital Ideas and Market Realities : Option Replication, Investor Behavior, and Stock Market Crashes, Bruce Jacobs sifts through the history of modern finance, from the efficient market hypothesis to behavioral psychology and chaos theory, to determine the cause of recent market crashes. He finds that some investment strategies, especially those based on , Capital Ideas and Market Realities : Option Replication, Investor Behavior, and Stock Market Crashes to the inventory that you are selling on WonderClubX
X
Add Capital Ideas and Market Realities : Option Replication, Investor Behavior, and Stock Market Crashes, Bruce Jacobs sifts through the history of modern finance, from the efficient market hypothesis to behavioral psychology and chaos theory, to determine the cause of recent market crashes. He finds that some investment strategies, especially those based on , Capital Ideas and Market Realities : Option Replication, Investor Behavior, and Stock Market Crashes to your collection on WonderClub |