The World Scientific handbook of futures markets /

Bibliographic Details
Other Authors: Malliaris, Anastasios G., Ziemba, W. T.
Format: Printed Book
Series:World Scientific handbook in financial economics series,
Subjects:
Futures market.
Futures.
Table of 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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