The World Scientific handbook of futures markets /
The World Scientific handbook of futures markets /
editors, Anastasios G Malliaris (Loyola University Chicago, USA), William T. Ziemba (University of British Columbia, Canada).
- New Jersey : World Scientific, 2016.
- xxxii, 811 pages : illustrations ; 26 cm.
- World Scientific handbook in financial economic series ; v. 5 .
Preface 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.
9789811203022 (pbk) 9811203024 (pbk)
Mercado de futuros
Futuro
HG 6024 / W927 2016
332.64/52
Preface 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.
9789811203022 (pbk) 9811203024 (pbk)
Mercado de futuros
Futuro
HG 6024 / W927 2016
332.64/52