World scientific handbook of futures markets
Ed.: Anastasios G. Malliaris ...
| Year of publication: |
2014
|
|---|---|
| Other Persons: | Malliaris, Anastasios G. (contributor) |
| Publisher: |
Singapore [u.a.] : World Scientific |
| Subject: | Futures | Terminbörse | Futures exchange | Terminmarkt | Termingeschäft | Financial Futures |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XXXII, 811 S. Ill., graph. Darst. |
|---|---|
| Series: | World Scientific handbook in financial economics series. - Singapore [u.a.] : World Scientific, ISSN 2010-1732, ZDB-ID 2606741-9. - Vol. 5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Handbuch ; Handbook ; Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Enth. 23 Beitr. Literaturangaben Preface and acknowledgmentsAbout the editors ; About the contributors ; Introduction ; Introduction / Anastasios G. Malliaris and William T. Ziemba Classical contributions ; Proof that properly anticipated prices fluctuate randomly / Paul A. Samuelson The variation of certain speculative prices / Benoit Mandelbrot Commodity futures prices : some evidence on forecast power, premiums ; And the theory of storage / Eugene F. Fama and Kenneth R. French Volume and volatility in foreign currency futures markets / Ramaprasad Bhar and A. G. Malliaris The strategic and tactical value of commodity futures / Claude B. Erb and Campbell R. Harvey Institutions: new invited papers ; Central counterparty clearing and systemic risk regulation / Robert S. Steigerwald The fast track to the futures : technological innovation, market ; Microstructure, market participants, and the regulation of high-frequency trading / Barbara J. Mack Established markets: invited contributions ; Agricultural futures markets / Paul E. Peterson and Jin Wook Choi World metal markets / Raj Aggarwal, Brian Lucey, and Fergal O'Connor Interest rate futures : elements of a successful financial innovation / Bluford H. Putnam Currency futures / Tim Weithers Energy futures markets / Betty Simkins and Yuecheng Jia New markets : invited contributions ; Volatility as an asset class / Tom Nohel and Steven K. Todd Housing futures markets / Jin Wook Choi and Jin Man Lee Freight futures markets / Fotis Giannakoulis, Nikos Gavriilidis And nikolas arachovas ; Modeling the dynamics of temperature with a view to weather derivatives / Eirini Konstantinidi, Gkaren Papazian and George Skiadopoulos Electricity futures / Paolo Falbo, Daniele Felletti and Silvana Stefani Climate futures contracts / Rita l. D'Ecclesia The european sovereign debt crisis and the role of credit swaps / Eleftherios I. Thalassinos, Theodoros Stamatopoulos and Pantelis E. Thalassinos Advanced topics: invited papers ; Returns from investing in S&P500 futures options, 1985-2010 / Alexandre Ziegler and William T. Ziemba How to lose money in derivatives : examples from hedge funds and bank trading departments / Sebastien Lleo and William T. Ziemba Nominal gdp futures contract targeting / W. William Woolsey and Scott Sumner The ethics of financial speculation in futures markets / Ingo Pies, Matthias Georg Will, Thomas Glauben, and Soeren Prehn. |
| ISBN: | 981-4566-91-8 ; 978-981-4566-91-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011373559