Futures Regulations

Robert Jarrow () and Arkadev Chatterjea

Chapter 10 in An Introduction to Derivative Securities, Financial Markets, and Risk Management, 2024, pp 190-206 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionWhich Markets Have Futures?Price DiscoveryHedgingSpeculationEXTENSION 10.1: When Sellers Have Market PowerRegulation of US Futures MarketsMajor Regulatory ActsThe CFTC, the NFA, and the Regulatory Role of ExchangesEnforcement Actions by the CFTC and the NFAManipulation in Futures MarketsThe Hunts Silver CaseSalomon Brothers and US Treasury SecuritiesBanging the CloseManaging Commodity MarketsSummaryCasesQuestions and Problems

Keywords: Derivatives; Financial Markets; Risk Management; Arbitrage; Financial Engineering; Forwards; Futures; Call Options; Put Options; European Options; American Options; Swaps; Currency Swaps; Interest Rate Swaps; Commodity Swaps; Equity Swaps; Credit Default Swaps; Commodity Derivatives; Equity Derivatives; Index Derivatives; Interest Rate Derivatives; Commodities; Margins and Daily Settlements; Binomial Model; Black-Scholes Model; Black-Scholes-Merton Model; Delta Hedging; Gamma Hedging; Heath-Jarrow-Morton Model; Libor Model; Forward Rate Agreements; Interest Rate Futures; Interest Rate Options; Market Manipulation; Regulation; Derivatives Exchanges (search for similar items in EconPapers)
JEL-codes: C58 G1 G10 G13 G2 G20 G32 (search for similar items in EconPapers)
Date: 2024
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