Capital ideas and market realities : option replication, investor behavior, and stock market crashes...
Capital ideas and market realities : option replication, investor behavior, and stock market crashes...
Capital ideas and market realities : option replication, investor behavior, and stock market crashes / Bruce I. Jacobs ; with a foreword by Harry M. Markowitz.
About this item
Full title
Author / Creator
Publisher
Malden, MA : Blackwell Publishers, 1999.
Date
1999.
Call Numbers
T0357970
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
xx, 399 p. : ill. ; 24 cm.
Contents
Foreword / Harry M. Markowitz -- Pt. I. From Ideas into Products. 1. Options and Option Replication. 2. Synthetic Portfolio Insurance: The Sell. 3. A Free Lunch? 4. Who Needs It? -- Pt. II. The Crash of 1987: A Reality Check. 5. The Fall of a Reigning Paradigm. 6. Animal Spirits. 7. Bubbles, Cascade...
App. D. Synthetic Options versus Static-Allocation Portfolios.
Publication information
Publisher
Malden, MA : Blackwell Publishers, 1999.
Place of Publication
Massachusetts
Date Published
1999.
Subjects
More information
Scope and Contents
Summary
Capital Ideas and Market Realities uncovers the hidden risks these products pose for market stability and investor wealth....
Alternative Titles
Full title
Capital ideas and market realities : option replication, investor behavior, and stock market crashes / Bruce I. Jacobs ; with a foreword by Harry M. Markowitz.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Includes bibliographical references and index.
State Reference Library copy: transferred from 332.645/50.
Identifiers
Primary Identifiers
Call Numbers
T0357970
Record Identifier
74VvEDJNMD4Z
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvEDJNMD4Z
Other Identifiers
ISBN
0631215557(pbk.) :
9780631215547 (hbk.)
0631215549 (hbk.)
9780631215554 (pbk.)
0631215557 (pbk.)
9780631215547(cased) :
0631215549(cased) :
9780631215554(pbk.) :
DDC
332.642
MMS ID
991011525879702626
