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005 | 20210205154615.0 | ||
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_aDLC _beng _cDLC _erda _dDLC |
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_aHG6024.A3 _bW67 2016 |
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_a332.6452 _223 _bMAL-W |
245 | 0 | 4 |
_aThe world scientific handbook of futures markets _cedited by Anastasios G Malliaris and William T. Ziemba |
260 |
_aLondon : _bWorld Scientific, _c©2016. |
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300 |
_axxxii, 811 p. : _bill. ; _c26 cm. |
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490 | 0 |
_aWorld Scientific handbook in financial economics series, _x2010-1732 ; _vVolume 5 |
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504 | _aIncludes bibliographical references and index. | ||
505 | 0 | _aPreface and acknowledgments -- About 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. | |
650 | 0 | _aFutures market. | |
650 | 0 | _aFutures. | |
700 | 1 |
_aZiemba, William T. _eeditor |
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700 | 1 |
_aMalliaris, Anastasios G. _eeditor |
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