Futures markets

Author(s)

• Malliaris, A. G.

Bibliographic Information

Futures markets

edited by A.G. Malliaris

（The international library of critical writings in financial economics, 2）（An Elgar reference collection）

E. Elgar, c1997

• v. 1
• v. 2
• v. 3

Note

Includes bibliographical references and index

Description and Table of Contents

Description

A typical market for a commodity, a service or a financial instrument can be divided into the cash market and the futures market. Futures markets are currencies by the standardization of the futures contracts and their trading in highly organized exchanges. Futures Markets contains in three volumes the most influential articles in this field covering a broad range of topics including market characteristics, speculation, pricing, efficiency, interest rates and insurance and foreign characteristics. Important contributors to the volume include among others: Ronald J. Anderson, Eugene F. Fama, Stephen Figlewski, Paul A. Samuelson, Hans R. Stoll and Holbrook Working. As well as providing an authoritative introduction to accompany the piece, the editor has also written three extensive review articles which survey the field of futures markets. This significant collection presents a compact guide to the subject of Futures Markets and will be an essential companion for students, researchers and practitioners.

Table of Contents

Contents: Volume I: Foreword (R. Roll) Introduction Part I: Overview Part II: Early Classics Part III: Institutions Part IV: Market Characteristics Part V: Volatility Part VI: Speculation Part VII: Determinants of Hedging Index * Volume II: Part I: Pricing Part II: Efficiency Part III: Price Distributions Part IV: Chaos Part V: Theories of Hedging Part VI: Portfolio Selection with Futures Part VII: Various Markets Index * Volume III: Part I: Overview Part II: Stock Indexes Part III: Arbitrage Part IV: Portfolio Insurance Part V: Volatility and the October 1987 Crash Part VI: Interest Rates and Insurance Part VII: Foreign Currencies Name Index

by "Nielsen BookData"

• NCID: BA3005149X
• ISBN:
  • 1858980704
  • 1858980704
  • 1858980704
• LCCN: 96024637
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cheltenham, UK
• Pages/Volumes: 3 v.
• Size: 25 cm
• Classification:
  • NDC9 : 338.1
  • LCC : HG6024.A3
  • DC20 : 332.64/5
• Subject Headings:
  • LCSH : Futures market
  • LCSH : Financial futures
• Parent Bibliography ID:
  • BA28346661
  • BA10867755