The World Scientific Handbook of Futures Markets

Edited by Anastasios Malliaris and William T Ziemba

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: The World Scientific Handbook of Futures Markets

Keywords: Futures Markets; Pricing; Risk Management; Futures Trading; Stock Indexes; Interest Rates; Futures Prices; Portfolio Theory; Hedge Funds; Foreign Exchange (search for similar items in EconPapers)
Date: 2015
ISBN: 9789814566919
References: Add references at CitEc
Citations: View citations in EconPapers (2)

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https://www.worldscientific.com/worldscibooks/10.1142/8984 (text/html)
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Chapters in this book:

Ch 1 Futures Markets: An Overview , pp 3-22

Anastasios Malliaris and William T Ziemba

Ch 2 Proof that Properly Anticipated Prices Fluctuate Randomly , pp 25-38

Paul Samuelson

Ch 3 The Variation of Certain Speculative Prices , pp 39-78

Benoît Mandelbrot

Ch 4 Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage , pp 79-102

Eugene F. Fama and Kenneth French

Ch 5 Volume and Volatility in Foreign Currency Futures Markets , pp 103-123

Ramaprasad Bhar and Anastasios Malliaris

Ch 6 The Strategic and Tactical Value of Commodity Futures , pp 125-178

Claude B. Erb and Campbell Harvey

Ch 7 Central Counterparty Clearing and Systemic Risk Regulation , pp 181-246

Robert S. Steigerwald

Ch 8 The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading , pp 247-285

Barbara J. Mack

Ch 9 Agricultural Futures Markets , pp 289-323

Paul E. Peterson and Jin Wook Choi

Ch 10 World Metal Markets , pp 325-347

Raj Aggarwal, Brian Lucey and Fergal O'Connor

Ch 11 Interest Rate Futures: Elements of a Successful Financial Innovation , pp 349-379

Bluford H. Putnam

Ch 12 Currency Futures , pp 381-405

Tim Weithers

Ch 13 Energy Futures Markets , pp 407-434

Betty Simkins and Yuecheng Jia

Ch 14 Volatility as an Asset Class , pp 437-464

Tom Nohel and Steven K. Todd

Ch 15 Housing Futures Markets , pp 465-485

Jin Wook Choi and Jin Man Lee

Ch 16 Freight Futures Markets , pp 487-510

Fotis Giannakoulis, Nikos Gavriilidis and Nikolas Arachovas

Ch 17 Modeling the Dynamics of Temperature with a View to Weather Derivatives , pp 511-544

Eirini Konstantinidi, Gkaren Papazian and George Skiadopoulos

Ch 18 Electricity Futures , pp 545-565

Paolo Falbo, Daniele Felletti and Silvana Stefani

Ch 19 Climate Futures Markets , pp 567-603

Rita l. D'Ecclesia

Ch 20 The European Sovereign Debt Crisis and the Role of Credit Swaps , pp 605-639

Eleftherios I. Thalassinos, Theodoros Stamatopoulos and Pantelis E. Thalassinos

Ch 21 Returns from Investing in S&P500 Futures Options, 1985–2010 , pp 643-688

Alexandre Ziegler and William T. Ziemba

Ch 22 How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments , pp 689-750

Sebastien Lleo and William T. Ziemba

Ch 23 Nominal GDP Futures Contract Targeting , pp 751-770

W. William Woolsey and Scott Sumner

Ch 24 The Ethics of Financial Speculation in Futures Markets , pp 771-804

Ingo Pies, Matthias Georg Will, Thomas Glauben and Sören Prehn

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