036180000a22003130004500 18481214 20230520045255.0 150205s2016 njua g b 001 0 eng 2015000732 9789814566919 (hbk.) 9814566918 (hbk.) DLC eng eng DLC DLC UIAM rda rda HG6024.A3 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. rdacontent text rdamedia unmediated rdacarrier volume World Scientific handbook in financial economics series, Volume 5 2010-1732 ; Includes bibliographical references and index. 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. Futures market 102197 Futures 38801 Malliaris, Anastasios G., editor 561548 Ziemba, W. T., editor 277035 a jt lcc 370826 404414 0 0 0 0 GENERAL IIUM IIUM OPEN 2018-03-23 775.11 HG6024 A3 W927M 2016 11100351725 2018-03-23 00:00:00 1 775.11 BOOKGEN