Foundations of futures markets : selected essays of A.G. Malliaris
著者
書誌事項
Foundations of futures markets : selected essays of A.G. Malliaris
（Financial economists of the twentieth century）
Edward Elgar, c1999
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
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
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