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Home > 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 /


Book Informaton

Capital ideas and market realities: option replication, investor behavior, and stock market crashes /

Author

Jacobs, Bruce I.

Year of Publication

1999.

Publisher

Blackwell Publishers,

Pages

432

Language

en

ISBN

0631215549, 0631215557, 9780631215554

ARI Id

1675318161613


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Showing 1 to 8 of 8 entries
Chapters/HeadingsAuthor(s)PagesInfo
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, Cascades, and Chaos. 8. Futures and Index Arbitrage
Pt. III. How Dynamic Hedging Moved Markets. 9. Synthetic Puts and the 1987 Crash: Theory. 10. Synthetic Puts and the 1987 Crash: Evidence. 11. Alibis I: The US Crash. 12. Alibis II: Across Time and Space. 13. Did Insurance Live Up To Its Name?
Pt. IV. Option Replication Resurrected. 14. Mini-Crashes of 1989, 1991, and 1997. 15. Sons of Portfolio Insurance. 16. The Enduring Risks of Synthetic Options. 17. Living with Investment Risk. 18. Late Developments: Awful August 1998 and the Long-Term Capital Fallout. App. A. The Early Debate
App. B. Option Basics
App. C. Option Replication
App. D. Synthetic Options versus Static-Allocation Portfolios.
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 8 of 8 entries