ISBN:
9781035303755
Language:
English
Pages:
1 Online-Ressource (xii, 347 pages)
,
illustrations
Series Statement:
Financial economists of the twentieth century
Parallel Title:
Erscheint auch als
Parallel Title:
Elektronische Reproduktion von Malliaris, Anastasios G., 1942 - Foundations of futures markets
DDC:
332.64/5
Keywords:
Derivat
;
Terminbörse
;
Theorie
;
Futures
;
Futures
Abstract:
Futures markets undergo perpetual change, influenced by and in turn influencing the flux of the world economy, trade balances and the nature of trading itself. A.G. Malliaris has been a pioneer in the analysis of futures markets, and this definitive selection of his work in the area provides a comprehensive analysis of the field. The book is unique in the literature of futures markets because of three distinct features: a comprehensive survey of the field, an exposition of several methodologies, and a detailed presentation of important research topics. These topics include the behaviour of futures prices, relationships between agricultural prices, random walks versus chaotic dynamics, an analysis of hedge ratios for financial futures and the determinants of price volatility. The final section offers important research questions for both agricultural and financial futures. Jerome Stein provides a forward to the volume. This significant collection presents a detailed guide to the subject of futures markets and will be an essential companion for students, researchers and practitioners
Description / Table of Contents:
Contents: Foreword / by Jerome L. Stein -- Preface -- Part I: Overview -- Part II: Methods -- Part III: Agricultural futures -- Part IV: Financial futures -- Part V: Conclusions -- Index.
Note:
Includes bibliographical references and index
URL:
Deutschlandweit zugänglich
URL:
Deutschlandweit zugänglich
