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• 001 0000593916

• 003 SCNU

• 005 20161114163200.0

• 008 150205s2016 njua b 001 0 eng

• 010 __ |a 2015000732

• 020 __ |a 9789814566919 (hardback)

• 040 __ |a DLC |b eng |c DLC |e rda |d DLC |d SCT

• 042 __ |a pcc

• 050 00 |a HG6024.A3 |b W67 2016

• 082 00 |a 332.64/52 |2 23

• 093 __ |a F830.9-62 |2 5

• 099 __ |a CAL 022015085692

• 245 04 |a The World Scientific handbook of futures markets / |c editors, Anastasios G Malliaris (Loyola University Chicago, USA), William T. Ziemba (University of British Columbia, Canada).

• 264 _1 |a New Jersey : |b World Scientific, |c c2016.

• 300 __ |a xxxii, 811 pages : |b illustrations ; |c 26 cm

• 336 __ |a text |2 rdacontent

• 337 __ |a unmediated |2 rdamedia

• 338 __ |a volume |2 rdacarrier

• 490 0_ |a World Scientific handbook in financial economics series, |x 2010-1732 ; |v Volume 5

• 504 __ |a Includes bibliographical references and index.

• 505 0_ |a Preface and acknowledgments -- About the editors -- About the contributors -- Introduction -- Introduction / Anastasios G. Malliaris and William T. Ziemba -- Classical contributions -- Proof that properly anticipated prices fluctuate randomly / Paul A. Samuelson -- The variation of certain speculative prices / Benoit Mandelbrot -- Commodity futures prices : some evidence on forecast power, premiums -- And the theory of storage / Eugene F. Fama and Kenneth R. French -- Volume and volatility in foreign currency futures markets / Ramaprasad Bhar and A. G. Malliaris -- The strategic and tactical value of commodity futures / Claude B. Erb and Campbell R. Harvey -- Institutions: new invited papers -- Central counterparty clearing and systemic risk regulation / Robert S. Steigerwald -- The fast track to the futures : technological innovation, market -- Microstructure, market participants, and the regulation of high-frequency trading / Barbara J. Mack -- Established markets: invited contributions -- Agricultural futures markets / Paul E. Peterson and Jin Wook Choi -- World metal markets / Raj Aggarwal, Brian Lucey, and Fergal O'Connor -- Interest rate futures : elements of a successful financial innovation / Bluford H. Putnam -- Currency futures / Tim Weithers -- Energy futures markets / Betty Simkins and Yuecheng Jia -- New markets : invited contributions -- Volatility as an asset class / Tom Nohel and Steven K. Todd -- Housing futures markets / Jin Wook Choi and Jin Man Lee -- Freight futures markets / Fotis Giannakoulis, Nikos Gavriilidis -- And nikolas arachovas -- Modeling the dynamics of temperature with a view to weather derivatives / Eirini Konstantinidi, Gkaren Papazian and George Skiadopoulos -- Electricity futures / Paolo Falbo, Daniele Felletti and Silvana Stefani -- Climate futures contracts / Rita l. D'Ecclesia -- The european sovereign debt crisis and the role of credit swaps / Eleftherios I. Thalassinos, Theodoros Stamatopoulos and Pantelis E. Thalassinos -- Advanced topics: invited papers -- Returns from investing in S&P500 futures options, 1985-2010 / Alexandre Ziegler and William T. Ziemba -- How to lose money in derivatives : examples from hedge funds and bank trading departments / Sebastien Lleo and William T. Ziemba -- Nominal gdp futures contract targeting / W. William Woolsey and Scott Sumner -- The ethics of financial speculation in futures markets / Ingo Pies, Matthias Georg Will, Thomas Glauben, and Soeren Prehn.

• 650 _0 |a Futures market.

• 650 _0 |a Futures.

• 700 1_ |a Malliaris, Anastasios G., |e editor.

• 700 1_ |a Ziemba, W. T., |e editor.

• 920 __ |a 242430 |z 2

• 950 __ |a SCNU |f F830.9-62/M254