Foundations of futures markets : selected essays of A.G. Malliaris / A.G. Malliaris.
Foundations of futures markets : selected essays of A.G. Malliaris / A.G. Malliaris.
Foundations of futures markets : selected essays of A.G. Malliaris / A.G. Malliaris.
About this item
Full title
Author / Creator
Publisher
Cheltenham : Edward Elgar, 1999.
Date
1999.
Call Numbers
N332.645/55
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
xii,347 p. : ill. ; 25 cm.
Contents
Foreword / Jerome L. Stein -- Pt. I. Overview. 1. Introduction. 2. Futures Markets: Why are they Different? 3. Futures Markets: How do Prices Behave? 4. Financial Futures: A Global Innovation -- Pt. II. Methods. 5. Martingale Methods in Financial Decision-Making. 6. Ito's Calculus in Financial Decis...
14. The Impact of the Lengths of Estimation Periods and Hedging Horizons on the Effectiveness of a Hedge: Evidence from Foreign Currency Futures. 15. Time Series Properties of Foreign Currency Hedge Ratios. 16. Equity and Oil Markets Under External Shocks. 17. Volume and Volatility in Foreign Curren...
Publication information
Publisher
Cheltenham : Edward Elgar, 1999.
Place of Publication
England
Date Published
1999.
Subjects
More information
Scope and Contents
Summary
"This definitive selection of Professor Malliaris's work in the area of futures markets provides a comprehensive analysis of the field. He examines the behaviour of futures prices, investigates random walks versus chaotic dynamics, researches the relationships between agricultural prices, analyses the behaviour of hedge ratios for financial futures...
Alternative Titles
Full title
Foundations of futures markets : selected essays of A.G. Malliaris / A.G. Malliaris.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Financial economists of the twentieth century.
Includes bibliographical references and index.
Identifiers
Primary Identifiers
Call Numbers
N332.645/55
Record Identifier
74VvGQaZK7PX
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvGQaZK7PX
Other Identifiers
ISBN
1858988365
9781858988368 :
1858988365 :
9781858988368
DDC
332.645
MMS ID
991012702459702626
