Individual Optimization and Market Equilibrium in Futures Markets 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 Individual Optimization and Market Equilibrium in Futures Markets PDF full book. Access full book title Individual Optimization and Market Equilibrium in Futures Markets by . Download full books in PDF and EPUB format.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
Author: Dosung Chung
Publisher:
ISBN:
Category :
Languages : en
Pages : 156
Get Book Here
Book Description
Author: Barry Goss
Publisher: Routledge
ISBN: 1135047669
Category : Business & Economics
Languages : en
Pages : 142
Get Book Here
Book Description
First published in 1972, this book provides an important critical review on the theory of futures trading. B. A. Goss looks at the work and ideas of Keynes and Hicks on futures, and considers how these have also been developed by Kaldor. He discusses the evolution of the concept of hedging in the context of buying forward into the markets, and considers theories of market and individual equilibrium. Goss draws on the work of other economists in this field, including Stein, Telser, Peston and L. L. Johnson, in order to illustrate the development of theory in futures trading. The book includes fifteen figures that illustrate diagrammatically the concepts involved, and the concluding section contains a series of problems for examination by the student.
Author: Barry Goss
Publisher: Routledge
ISBN: 1134975201
Category : Business & Economics
Languages : en
Pages : 240
Get Book Here
Book Description
Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.
Author: Ronald W. Anderson
Publisher: Free Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 328
Get Book Here
Book Description
Author: Raymond M. Leuthold
Publisher: Free Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 440
Get Book Here
Book Description
To find out more about Rowman & Littlefield titles please visit us at www.rowmanlittlefield.com.
Author: Daniel Friedman
Publisher: London : Department of Economics, University of Western Ontario
ISBN:
Category : Bonds
Languages : en
Pages : 96
Get Book Here
Book Description
Author: Paul Weller
Publisher: Wiley-Blackwell
ISBN: 9780631171720
Category : Business & Economics
Languages : en
Pages : 313
Get Book Here
Book Description
Increasing financial sophistication and the recent acceleration in the pace of financial innovation has led to a dramatic growth in the economic significance of futures markets. In particular, the volume of trade in financial futures has mushroomed over the last decade, and in the case of stock index futures now rivals that of trade in the stocks themselves. Given the greater prominence of these markets, it is important for both students and academics to be aware of recent advances in the theoretical understanding of their function and performance. This volume examines a wide range of issues which arise in the theory of futures markets. An introductory chapter analyses a simple equilibrium model of a futures market and focuses upon the role of the market in spreading risk. Other chapters examine such issues as the following: conditions under which trading in futures markets leads to a fully efficient reallocation of risk; the role of different assumptions about expectations formation on the nature of equilibrium; the affect of trading futures on price volatility in the spot market; the provision of liquidity and the role of transactions costs; the extent to which futures prices reveal traders' private information; determinants of hedging and speculative trading decisions; factors influencing the likelihood of a manipulation of the market i.e., a corner or squeeze; the importance of program trading and dynamic hedging strategies on price volatility in equity markets. The breadth and timeliness of the book will ensure it becomes a standard reference for academics and professionals working in financial markets.
Author: Anna Cretì
Publisher: Cambridge University Press
ISBN: 1107185653
Category : Business & Economics
Languages : en
Pages : 369
Get Book Here
Book Description
Explains the economics of electricity at each step of the supply chain: production, transportation and distribution, and retail.
Author: Ross M. Starr
Publisher: Cambridge University Press
ISBN: 9780521564731
Category : Business & Economics
Languages : en
Pages : 280
Get Book Here
Book Description
General Equilibrium Theory: An Introduction treats the classic Arrow-Debreu general equilibrium model in a form accessible to graduate students and advanced undergraduates in economics and mathematics. Topics covered include mathematical preliminaries, households and firms, existence of general equilibrium, Pareto efficiency of general equilibrium, the First and Second Fundamental Theorems of Welfare Economics, the core and core convergences, future markets over time and contingent commodity markets under uncertainty. Demand, supply, and excess demand appear first as (point-valued) functions, then optionally as (set-valued) correspondences. The mathematics presented (with elementary proofs of the theorems) includes a real analysis, the Brouwer fixed point theorem, and separating and supporting hyperplane theorems. Optional chapters introduce the existence of equilibrium with set-valued supply and demand, the mathematics of upper and lower hemicontinuous correspondences, and the Kakutani fixed point theorem. The treatment emphasizes clarity and accessibility to the student through use of examples and intuition.
