Derivatives Applications in Asset Management
Editor
- Frank J. Fabozzi(Johns Hopkins University)Marielle de Jong(Grenoble Ecole de Management)
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-031-86354-7
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Book Chapters
The following chapters of this book are listed in IDEAS- Frank J. Fabozzi & Marielle Jong, 2025. "Introduction," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 3-20, Springer.
- Frank J. Fabozzi, 2025. "Equity Derivatives," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 21-41, Springer.
- Frank J. Fabozzi & Marielle Jong & Mounia Khamlich Fischer, 2025. "Bond-Related Derivatives," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 43-66, Springer.
- Frank J. Fabozzi & Gueorgui S. Konstantinov & Suprita Vohra, 2025. "Foreign Exchange Derivatives," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 67-85, Springer.
- Kari Vatanen, 2025. "Volatility Derivatives," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 87-104, Springer.
- Alexander Rudin & Pravesh Kumar & Shubham Upadhyay, 2025. "Managing Volatility and Capturing Returns Through Derivatives," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 105-121, Springer.
- Redouane Elkamhi & Jacky S. H. Lee & Marco Salerno, 2025. "Using Derivatives When Rebalancing a Multi-Asset Portfolio with Private Investments," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 123-138, Springer.
- John Burrello & Frank J. Fabozzi, 2025. "Option Income Strategies Design," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 139-150, Springer.
- Kris Shen & Shaojun Zhang, 2025. "Liquidity Management with Stock-Index Futures," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 151-171, Springer.
- Bruce J. Feibel & Frank J. Fabozzi, 2025. "Performance Attribution Analysis for Derivatives," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 173-192, Springer.
- Andrew Weisman, 2025. "Extracting Market Views from Derivative Prices," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 193-217, Springer.
- Robert Harlow, 2025. "Risk Management with Stock Index Futures and Put Options," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 221-228, Springer.
- Vineer Bhansali, 2025. "Using Options for Tail Risk Hedging," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 229-239, Springer.
- Adam Kobor, 2025. "Bond Portfolio Hedging with U.S. Treasury Futures," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 241-249, Springer.
- Joseph Niehaus, 2025. "Consumer Mortgage Portfolio Hedging with Interest Rate Swaps," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 251-263, Springer.
- Vincenzo Russo, 2025. "Hedging Interest Rate Risk in Life Insurance Using Interest Rate Derivatives," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 265-274, Springer.
- Arik Ben Dor & Jingling Guan, 2025. "Hedging Systematic Risk in High Yield with Equity Derivatives," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 275-297, Springer.
- Joseph Niehaus, 2025. "Hedging the Mortgage Pipeline with To-Be-Announced (TBA) Securities," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 299-308, Springer.
- Suprita Vohra, 2025. "Application of FX Options in Portfolio Management," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 309-324, Springer.
- Redouane Elkamhi & Jacky S. H. Lee & Marco Salerno, 2025. "FX Forward Contracts for Portfolio Management Applications," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 325-336, Springer.
- Christopher Small & Andrew Weisman, 2025. "Exploring the Mechanics and Applications of Equity Swaps in Investment Portfolio," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 339-350, Springer.
- Eddie Cheng & Wai Lee, 2025. "Cash Equitization in Global Equity and Multi-Asset Portfolios," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 351-366, Springer.
- Robert Harlow, 2025. "Quantifying Event Risk with Equity Options," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 367-375, Springer.
- Alexander Rudin, 2025. "Hedging Interest Rate Risk in High-Yield Bonds," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 377-383, Springer.
- Scott Hixon, 2025. "The Role of Futures in Tactical Asset Allocation: Managing Market Exposure," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 385-390, Springer.
- William Cazalet & Dimitri Curtil & James Stavena, 2025. "Use of Derivatives in Overlays: Downside Protection and Upside Capture," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 391-406, Springer.
- Kari Vatanen, 2025. "Currency Hedging with a Derivatives Overlay," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 407-416, Springer.
- John Burrello, 2025. "Managing Path Dependency and Balancing Yield in Option Income Strategies," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 419-424, Springer.
- Kari Vatanen, 2025. "Harvesting Volatility Risk Premium with Equity Index Options," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 425-432, Springer.
- Anil Sood, 2025. "Augmenting Covered Call Returns with Stock Index Options," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 433-438, Springer.
- John Burrello & Han Liang, 2025. "Targeting Options-Based Income with Puts and Calls," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 439-445, Springer.
- Johan Duyvesteyn & Patrick Houweling & Lodewijk Linden, 2025. "Efficiently Replicating Corporate Bond Returns with CDS Indices," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 447-455, Springer.
- Marielle Jong, 2025. "Using Credit Default Swaps to Enhance the Return-to-Risk Profile of Buy-and-Hold Bond Portfolios," Springer Books, in: Frank J. Fabozzi & Marielle de Jong (ed.), Derivatives Applications in Asset Management, chapter 0, pages 457-466, Springer.
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