An Estimation Model for Futures Contract Margin Requirements PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download An Estimation Model for Futures Contract Margin Requirements PDF full book. Access full book title An Estimation Model for Futures Contract Margin Requirements by Betsey Epstein Kuhn. Download full books in PDF and EPUB format.
Author: Betsey Epstein Kuhn
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 300
Get Book Here
Book Description
Author: Betsey Epstein Kuhn
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 300
Get Book Here
Book Description
Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 204
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 534
Get Book Here
Book Description
Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
Author: International Accounting Standards Board
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 104
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Agricultural productivity
Languages : en
Pages : 40
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 536
Get Book Here
Book Description
Author: International Monetary Fund. Monetary and Capital Markets Department
Publisher: International Monetary Fund
ISBN: 1475519931
Category : Business & Economics
Languages : en
Pages : 300
Get Book Here
Book Description
This paper discusses key findings of the Detailed Assessment of Observance of the Committee on Payment and Settlement Systems–International Organization of Securities Commissions Principles for Financial Market Infrastructures(FMIs) in Singapore. Singapore has a well-developed payment, clearing, and settlement infrastructure, which includes two central counterparties for financial products. The infrastructure includes a large value payment system operated by the central bank and securities and derivatives clearing and settlement systems operated by the Singapore Exchange Limited. The FMIs in Singapore are subject to effective regulation, supervision, and oversight of the Monetary Authority Singapore (MAS). The legal framework provides the MAS with sufficient powers to obtain timely information and induce change.
Author: Robert A Jarrow
Publisher: World Scientific
ISBN: 9814470635
Category : Business & Economics
Languages : en
Pages : 609
Get Book Here
Book Description
This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk.Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous Heath-Jarrow-Morton (HJM) model, together with papers on topics like the characterization of the difference between forward and futures prices, the forward price martingale measure, and applications of the HJM model to foreign currencies and commodities.Part III deals with the pricing of financial derivatives considering both stochastic interest rates and the likelihood of default. Papers cover the reduced form credit risk model, in particular the original Jarrow and Turnbull model, the Markov model for credit rating transitions, counterparty risk, and diversifiable default risk.
Author: Michele Bagella
Publisher: Emerald Group Publishing
ISBN: 0444527222
Category : Business & Economics
Languages : en
Pages : 433
Get Book Here
Book Description
Covers such topics as: relationship between development of financial markets and economic growth; credit risk; measure of risk in equity and bond markets; and investigating behavior and efficiency of banking intermediaries. This work serves as a useful reference for those interested in financial market dynamics.
