Property derivatives
Subtitle: pricing, hedging and applications
By: Juerg M. Syz.
Series: The Wiley finance series
Publisher: John Wiley & Sons
Published: 2008
Place of publication: Hoboken, NJ
Language: eng
Number of pages: 231
ISBN-13: 9780470998021
Subjects: Real estate investment; Real property -- Prices; Hedging (Finance)
Notes: Includes bibliographical references and index.
Table of contents: title: A finance view on the real estate market; title: Basic derivative instruments; title: Rationales for property derivatives; title: Hurdles for property derivatives; title: Experience in property derivatives; title: Underlying indices; title: Index dynamics; title: Feedback effects; title: The property premium puzzle; title: Pricing property derivatives in established markets; title: Measuring and managing risk.