Futures markets undergo perpetual change, influenced by and in turn influencing the flux of the world economy, trade balances and the nature of trading itself. A.G. Malliaris has been a pioneer in the analysis of futures markets, and this definitive selection of his work in the area provides a comprehensive analysis of the field. The book is unique in the literature of futures markets because of three distinct features: a comprehensive survey of the field, an exposition of several methodologies, and a detailed presentation ...
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Futures markets undergo perpetual change, influenced by and in turn influencing the flux of the world economy, trade balances and the nature of trading itself. A.G. Malliaris has been a pioneer in the analysis of futures markets, and this definitive selection of his work in the area provides a comprehensive analysis of the field. The book is unique in the literature of futures markets because of three distinct features: a comprehensive survey of the field, an exposition of several methodologies, and a detailed presentation of important research topics. These topics include the behaviour of futures prices, relationships between agricultural prices, random walks versus chaotic dynamics, an analysis of hedge ratios for financial futures and the determinants of price volatility. The final section offers important research questions for both agricultural and financial futures. Jerome Stein provides a forward to the volume. This significant collection presents a detailed guide to the subject of futures markets and will be an essential companion for students, researchers and practitioners.
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Add this copy of Foundations of Futures Markets to cart. $204.26, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 1999 by Edward Elgar Publishing.
Add this copy of Foundations of Futures Markets: Selected Essays of a.G. to cart. $54.21, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2000 by Edward Elgar Publishing.
