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008			160325t2016 njua bi 001 0 eng d
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040			_aDLC _beng _cDLC _erda _dDLC _dUKM _erda
090			_aHG6024.A3W677
090			_aHG6024.A3 _bW677
245	0	4	_aThe World Scientific handbook of futures markets / _ceditors, Anastasios G Malliaris (Loyola University Chicago, USA), William T. Ziemba (University of British Columbia, Canada).
264		1	_aNew Jersey : _bWorld Scientific, _c2016.
264		4	_c©2016.
300			_axxxii, 811 pages : _billustrations ; _c26 cm.
336			_atext _2rdacontent
337			_aunmediated _2rdamedia
338			_avolume _2rdacarrier
490	1		_aWorld Scientific handbook in financial economics series, _x2010-1732 ; _vVolume 5.
504			_aIncludes bibliographical references and index.
505			_aPreface 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	_aFutures market.
650		0	_aFutures.
700	1		_aMalliaris, Anastasios G., _eeditor.
700	1		_aZiemba, W. T., _eeditor.
830		0	_aWorld Scientific handbook in financial economics series, _x2010-1732 ; _vVolume 5.
907			_a.b16296394 _b2019-11-12 _c2019-11-12
942			_c01 _n0 _kHG6024.A3W677
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990			_aasr
991			_aFakulti Ekonomi & Pengurusan
998			_at _b2016-12-03 _cm _da _feng _gnju _y0 _z.b16296394
999			_c607212 _d607212