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| Author | : David Michael Modest |
| Publisher | : |
| Total Pages | : 36 |
| Release | : 1982 |
| Genre | : Hedging (Finance) |
| ISBN | : |
| Author | : Bradford Cornell |
| Publisher | : |
| Total Pages | : 32 |
| Release | : 1982 |
| Genre | : Commodity exchanges |
| ISBN | : |
| Author | : Ronald C. Callander |
| Publisher | : |
| Total Pages | : 122 |
| Release | : 1936 |
| Genre | : Cotton trade |
| ISBN | : |
| Author | : Joel Priolon |
| Publisher | : John Wiley & Sons |
| Total Pages | : 188 |
| Release | : 2019-01-03 |
| Genre | : Business & Economics |
| ISBN | : 1119579201 |
Agricultural, energy or mineral commodities are traded internationally in two market categories: physical markets and financial markets. More specifically, on the financial markets, contracts are negotiated, the price of which depends on the price of a commodity. These contracts are called derivatives (futures, options contracts, swaps). This book presents, on the one hand, the characteristics of these derivatives and the markets on which they are traded and, on the other hand, those transactions that typically combine an action on the physical market and a transaction on the corresponding financial market. The understanding of commodity financial markets mainly relies on the resources of economic analysis, especially the financial economy, because the use of this discipline is essential to understanding the major operations that are conducted daily by the operators of these markets: traders, producers, processors, financiers.
| Author | : Aris Protopapadakis |
| Publisher | : |
| Total Pages | : 60 |
| Release | : 1982 |
| Genre | : Commodity exchanges |
| ISBN | : |
| Author | : Ira G. Kawaller |
| Publisher | : |
| Total Pages | : 54 |
| Release | : 1986 |
| Genre | : Stock index futures |
| ISBN | : |
| Author | : Jacques Girod |
| Publisher | : Springer |
| Total Pages | : 290 |
| Release | : 2006-12-14 |
| Genre | : Business & Economics |
| ISBN | : 0230626319 |
The complexity and volatility of energy markets creates strong demand for quantitative analysis and econometric techniques. This book offers an introduction to the state of the art in econometric modelling applied to the most pertinent issues in today's energy markets for a better understanding of the working of energy systems and energy economics.
| Author | : Rajni Kant Rajhans |
| Publisher | : |
| Total Pages | : 8 |
| Release | : 2015 |
| Genre | : |
| ISBN | : |
In developed financial markets, there is no dearth of literature on relationship between spot and future market. India, in the year 2000 introduced derivative market to provide risk mitigation mechanism to market participants. The present study concluded that there is no short-run relationship between Nifty 50 Index and Nifty 50 Futures Index while there is a long-run relationship between the two. The combined analysis of outputs of Granger Causality and Johansen co-integration provided a more rational justification and can be interpreted that possibly at a time of high volatile market when price discovery is not more on rational basis but rather on other spill-over, a short-run lead-lag relationship could not be observed between spot stock index and futures index. However, in long-run the volatility dies away and market returns back to fundamental factors and hence, there is evidence of long-run relationship between spot stock index and futures index.
| Author | : Robert W. Kolb |
| Publisher | : Blackwell Publishing |
| Total Pages | : 530 |
| Release | : 1997-08-11 |
| Genre | : Business & Economics |
| ISBN | : 9781577180654 |
This edition covers all of the historical developments of the futures market in a manner accessible to a wide range of readers and offers an unparalleled breadth and depth of coverage
| Author | : Raymond H. Chan |
| Publisher | : Springer |
| Total Pages | : 395 |
| Release | : 2019-02-27 |
| Genre | : Mathematics |
| ISBN | : 9811336962 |
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level)
