The World Scientific handbook of futures markets / editors, Anastasios G Malliaris (Loyola University Chicago, USA), William T. Ziemba (University of British Columbia, Canada).

Contributor(s):

Material type: Text

TextLanguage: English Series: World Scientific handbook in financial economic series ; v. 5Publication details: New Jersey : World Scientific, 2016.Description: xxxii, 811 pages : illustrations ; 26 cmISBN:

9789811203022 (pbk)
9811203024 (pbk)

Subject(s):

DDC classification:

332.64/52

LOC classification:

HG 6024 W927 2016

Contents:

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.

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Holdings
Item type	Current library	Home library	Collection	Shelving location	Call number	Copy number	Status	Date due	Barcode
Libro	Biblioteca Juan Bosch	Biblioteca Juan Bosch	Ciencias Sociales	Ciencias Sociales (3er. Piso)	HG 6024 W927 2016 (Browse shelf(Opens below))	1	Available		00000161307

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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.

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