A01=Charles M.S. Sutcliffe
Age Group_Uncategorized
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Arbitrage Portfolio
arbitrage strategies
Author_Charles M.S. Sutcliffe
automatic-update
Bivariate GARCH
Category1=Non-Fiction
Category=KFFM
Conditional Variance Equation
COP=United States
CPPI
Delivery_Pre-order
empirical research on index futures
eq_bestseller
eq_business-finance-law
eq_isMigrated=2
eq_nobargain
eq_non-fiction
financial derivatives
Futures Contract
futures contract regulation
GARCH Model
Geometric Index
Hang Seng Futures
Hedge Ratio
hedging portfolio risk
Index Arbitrage
Index Basket
Index Futures
Language_English
market efficiency analysis
NYSE Composite
NYSE Composite Future
Out-of Sample Hedging Effectiveness
PA=Temporarily unavailable
Portfolio Insurance
Price_€100 and above
PS=Active
risk management techniques
Risk Minimising Hedge Ratio
Samuelson Hypothesis
Sell Shares
Short Selling Shares
softlaunch
SPI Future
Spot Returns
Spot Volatility
Stale Prices
Variation Margin Payment
Product details
- ISBN 9780815397205
- Weight: 1150g
- Dimensions: 156 x 234mm
- Publication Date: 21 Dec 2017
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
- Language: English
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The global value of trading in index futures is about $20 trillion per year and rising and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. Stock Index Futures 3/e contains many teaching and learning aids including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
