Foundations of Futures Markets: Selected Essays of A.G. Malliaris (Financial Economists of the Twentieth Century series) - Image 1

£130.00

Edward Elgar Publishing Foundations of Futures Markets: Selected Essays of A.G. Malliaris (Financial Economists of the Twentieth Century series)

Name: Foundations of Futures Markets: Selected Essays of A.G. Malliaris (Financial Economists of the Twentieth Century series)
Brand: Edward Elgar Publishing
Price: 103.58 GBP
Availability: InStock

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Description

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.

Product Specifications

Brand: Edward Elgar Publishing
Format: hardcover
ASIN: 1858988365
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 25 November 1999
Listed Since: 15 December 2006

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Edward Elgar Publishing Foundations of Futures Markets: Selected Essays of A.G. Malliaris (Financial Economists of the Twentieth Century series)

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