Foundations of Futures Markets: Selected Essays of A.G. Malliaris

Malliaris, A. G.

ISBN 10: 1858988365 / ISBN 13: 9781858988368

Published by Edward Elgar Publishing Ltd, 1999

This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:1858988365. Seller Inventory # 5973445

Synopsis:

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.

About the Author: A.G. Malliaris, Walter F. Mullady Sr Professor of Business Administration, Department of Economics and Department of Finance, Loyola University Chicago, US

Bibliographic Details

Title: Foundations of Futures Markets: Selected ...
Publisher: Edward Elgar Publishing Ltd
Publication Date: 1999
Binding: Hardcover
Condition: Good