Between Futures and Spot Markets: An Approach to Modelling Linkages among Financial Markets - Softcover
Synopsis
Revision with unchanged content. During the last decade stock markets have witnessed several financial crises. As a result of increasing market integration, even financial distress in a minor market is presently capable of shaking the largest world markets. Therefore, to achieve success in such complex environments, finance professionals need to have a better understanding of the structure of stock market linkages. This book presents a Markov Switching approach to modelling linkages among financial markets. In addition to the problem of modelling intermarket dependencies, the book discusses and analyses the importance of index arbitrage on emerging stock markets. Finally, the methods of valuation of forward and future contracts on zero-coupon bonds in a framework of the Cox-Ingersoll-Ross model are presented. The book is addressed to finance professionals, such as mutual and hedge fund managers, risk managers and market regulators. It is also of value to researchers in international finance, risk management and emerging markets.
"synopsis" may belong to another edition of this title.
About the Author
Dr. Jędrzej Białkowski is a senior lecturer of finance at Auckland University of Technology Business School. He obtained a Masters degree in Mathematical Finance at University of Warsaw and a PhD in Financial Economics at European University Viadrina. His research focuses on international finance, risk management and emerging stock markets.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Between Futures and Spot Markets: An Approach to Modelling...
Seller Image
Between Futures and Spot Markets
Published by
AV Akademikerverlag Mai 2012, 2012
ISBN 10: 3639419065
ISBN 13: 9783639419061
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Revision with unchanged content. During the last decade stock markets have witnessed several financial crises. As a result of increasing market integration, even financial distress in a minor market is presently capable of shaking the largest world markets. Therefore, to achieve success in such complex environments, finance professionals need to have a better understanding of the structure of stock market linkages. This book presents a Markov Switching approach to modelling linkages among financial markets. In addition to the problem of modelling intermar ket dependencies, the book discusses and analyses the importance of index arbitrage on emerging stock markets. Finally, the methods of valuation of forward and future contracts on zero-coupon bonds in a framework of the Cox-Ingersoll-Ross model are presented. The book is addressed to finance professionals, such as mutual and hedge fund managers, risk managers and market regulators. It is also of value to researchers in international finance, risk management and emerging markets. 88 pp. Englisch. Seller Inventory # 9783639419061
Stock Image
Between Futures and Spot Markets: An Approach to Modelling.
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. Seller Inventory # 26133715785
Stock Image
Between Futures and Spot Markets: An Approach to Modelling.
Print on DemandSeller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. Print on Demand. Seller Inventory # 126871702
Buy New
£ 57.25
£ 6.50 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 4 available
Stock Image
Between Futures and Spot Markets: An Approach to Modelling.
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 4 out of 5 stars
Condition: New. Seller Inventory # 18133715779
Seller Image
Between Futures and Spot Markets
Print on DemandSeller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Bialkowski JedrzejDr. Jedrzej Bialkowski is a senior lecturer of finance at Auckland University of Technology Business School. He obtained a Masters degree in Mathematical Finance at University of Warsaw and a PhD in Financial Econom. Seller Inventory # 4986121
Buy New
£ 30.44
£ 42.24 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: Over 20 available
Seller Image
Between Futures and Spot Markets
Published by
AV Akademikerverlag Mai 2012, 2012
ISBN 10: 3639419065
ISBN 13: 9783639419061
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Revision with unchanged content. During the last decade stock markets have witnessed several financial crises. As a result of increasing market integration, even financial distress in a minor market is presently capable of shaking the largest world markets. Therefore, to achieve success in such complex environments, finance professionals need to have a better understanding of the structure of stock market linkages. This book presents a Markov Switching approach to modelling linkages among financial markets. In addition to the problem of modelling intermarket dependencies, the book discusses and analyses the importance of index arbitrage on emerging stock markets. Finally, the methods of valuation of forward and future contracts on zero-coupon bonds in a framework of the Cox-Ingersoll-Ross model are presented. The book is addressed to finance professionals, such as mutual and hedge fund managers, risk managers and market regulators. It is also of value to researchers in international finance, risk management and emerging markets.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 88 pp. Englisch. Seller Inventory # 9783639419061
Seller Image
Between Futures and Spot Markets : An Approach to Modelling Linkages among Financial Markets
Print on DemandSeller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Revision with unchanged content. During the last decade stock markets have witnessed several financial crises. As a result of increasing market integration, even financial distress in a minor market is presently capable of shaking the largest world markets. Therefore, to achieve success in such complex environments, finance professionals need to have a better understanding of the structure of stock market linkages. This book presents a Markov Switching approach to modelling linkages among financial markets. In addition to the problem of modelling intermar ket dependencies, the book discusses and analyses the importance of index arbitrage on emerging stock markets. Finally, the methods of valuation of forward and future contracts on zero-coupon bonds in a framework of the Cox-Ingersoll-Ross model are presented. The book is addressed to finance professionals, such as mutual and hedge fund managers, risk managers and market regulators. It is also of value to researchers in international finance, risk management and emerging markets. Seller Inventory # 9783639419061
Seller Image
Between Futures and Spot Markets | An Approach to Modelling Linkages among Financial Markets
Print on DemandSeller: preigu, Osnabrück, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Between Futures and Spot Markets | An Approach to Modelling Linkages among Financial Markets | Jedrzej Bialkowski | Taschenbuch | Paperback | 88 S. | Englisch | 2012 | AV Akademikerverlag | EAN 9783639419061 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu Print on Demand. Seller Inventory # 106435876