CPPI Structures on Funds Derivatives

Abstract With the ever-increasing complexity of financial markets and financial products, many investors now choose to benefit from a manager’s expertise by investing in a fund. This fueled a rapid growth of the fund industry over the past decades, and the recent emergence of complex derivatives pro...

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Bibliographic Details
Main Author: Gallais, Arnaud
Format: Others
Language:English
Published: KTH, Matematisk statistik 2011
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-102792