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Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes
Bruce I. Jacobs
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Description for Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes
Paperback. * Includes a Foreword from Nobel Laureate Harry M. Markowitz. * Showcases the expertise of an author who identified and predicted the causes of 1987, 1997 and 1998 crashes. * Explains the risks of little--understood option replication. * Offers chapter summaries, appendices and a glossary. . Num Pages: 432 pages, 0. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 228 x 154 x 21. Weight in Grams: 582.
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.
- Includes a Foreword from Nobel Laureate Harry M. Markowitz.
- Showcases the expertise of an author who identified and predicted the causes of 1987, 1997 and 1998 crashes.
- Explains the risks of little-understood option replication.
- Offers chapter summaries, appendices and a glossary.
Product Details
Format
Paperback
Publication date
1999
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
432
Condition
New
Number of Pages
424
Place of Publication
Hoboken, United States
ISBN
9780631215554
SKU
V9780631215554
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Bruce I. Jacobs
Bruce I. Jacobs is co-founder, co-chief investment officer, and co-director of research at Jacobs Levy Equity Management. He holds a Ph.D. in finance from the Wharton School of the University of Pennsylvania. For 35 years, he has been a major voice for financial transparency. Jacobs has written journal articles and books on equity management and financial crises, including Too Smart ... Read more
Reviews for Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes
"Wall Street's equivalent of the movie Nightmare on Elm Street - Part 10. Portfolio insurance / dynamic hedging, the Freddy Krueger of the 1987 stock market crash, is back again with the recent growth of options and swaps. Jacobs builds the case for how portfolio insurance and dynamic hedging exacerbated the 1987 crash and points out that dynamic hedging has ... Read more