The purpose of this research is to determine whether the trading of equity index futures contracts on the South African … Futures Exchange (SAFEX) results in an increase in the volatility of the underlying spot indices. Since equity index futures … shares in the underlying indices increases as a result of the trading of such futures contracts. These studies have lead to …

This book explains the dynamics behind Southeast Asia's foreign investment activity, and looks at the region's options …

market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivatives markets …, derivative markets, and the use of options in risk management. Written by the experts at the CFA Institute, this book provides …

latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues … basis trading, hedging, and credit structuring; analysis of the industry standard 'default and recovery' and Copula models … and causes of the credit crisis. It contains 50% new material, which includes copula valuation and hedging, portfolio …