Foundations of futures markets: selected essays of A. G. Malliaris
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cheltenham [u.a.]
Elgar
1999
|
| Schriftenreihe: | Financial economists of the twentieth century
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 347 S. graph. Darst. |
| ISBN: | 1858988365 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV013096124 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 000405s1999 d||| |||| 00||| eng d | ||
| 020 | |a 1858988365 |9 1-85898-836-5 | ||
| 035 | |a (OCoLC)59407427 | ||
| 035 | |a (DE-599)BVBBV013096124 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-188 | ||
| 050 | 0 | |a HG6024.A3 | |
| 082 | 0 | |a 332.64/5 |2 21 | |
| 100 | 1 | |a Malliaris, Anastasios G. |d 1942- |e Verfasser |0 (DE-588)12468498X |4 aut | |
| 245 | 1 | 0 | |a Foundations of futures markets |b selected essays of A. G. Malliaris |
| 264 | 1 | |a Cheltenham [u.a.] |b Elgar |c 1999 | |
| 300 | |a XII, 347 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Financial economists of the twentieth century | |
| 650 | 4 | |a Futures | |
| 650 | 0 | 7 | |a Financial Futures |0 (DE-588)4128564-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Termingeschäft |0 (DE-588)4117190-1 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Termingeschäft |0 (DE-588)4117190-1 |D s |
| 689 | 0 | |5 DE-188 | |
| 689 | 1 | 0 | |a Financial Futures |0 (DE-588)4128564-5 |D s |
| 689 | 1 | |5 DE-188 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008920026&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-008920026 | ||
Datensatz im Suchindex
| _version_ | 1804127791719907328 |
|---|---|
| adam_text | Contents
Acknowledgements vii
Foreword Jerome L. Stein ix
Preface xi
PART I OVERVIEW
1 Introduction 3
2 Futures Markets: Why are they Different? 8
3 Futures Markets: How do Prices Behave? 26
4 Financial Futures: A Global Innovation 48
PART II METHODS
5 Martingale Methods in Financial Decision Making , Society for
Industrial and Applied Mathematics Review, 23(4), October 1981,
434 ^3 67
6 Ito s Calculus in Financial Decision Making , Society for Industrial
and Applied Mathematics Review, 25(4), October 1983, 481 96 77
7 Random Walk vs. Chaotic Dynamics in Financial Economies , with
G. Philippatos in F. Gori et al. (eds), Nonlinear Dynamics in Economics
and Social Sciences, Springer Verlag, 1991, pp. 99 122 93
8 Portfolio Theory , with G.M. Constantinides in R. Jarrow et al. (eds),
Finance, North Holland, 1995, pp. 1 30 117
PART III AGRICULTURAL FUTURES
9 Linkages between Agricultural Commodity Futures Contracts , with
Jorge L. Urrutia, Journal of Futures Markets, 16(5), August 1996,
595 609 149
10 Searching for Fractal Structure in Agricultural Futures Markets , with
Marco Corazza and Carla Nardelli, Journal of Futures Markets, 17(4),
1997,433 73 164
11 Volume and Price Relationships: Hypotheses and Testing for
Agricultural Futures , with Jorge L. Urrutia, Journal of Futures
Markets, 18(1), 1998, 53 72 205
12 Financial Modelling: From Stochastics to Chaotics and Back to
Stochastics , with Jerome L. Stein in M. Bertocchi et al. (eds),
Modelling Techniques for Financial Markets and Bank Management,
Physica Verlag, 1996, pp. 1 16 225
V
vi Foundations of Futures Markets
PART IV FINANCIAL FUTURES
13 Tests of Random Walk of Hedge Ratios and Measures of Hedging
Effectiveness for Stock Indexes and Foreign Currencies , with Jorge L.
Urrutia, Journal of Futures Markets, 11(1), 1991, 55 68 243
14 The Impact of the Lengths of Estimation Periods and Hedging Horizons
on the Effectiveness of a Hedge: Evidence from Foreign Currency
Futures , with Jorge L. Urrutia, Journal of Futures Markets, 11(3),
1991,271 89 257
15 Time Series Properties of Foreign Currency Hedge Ratios , with Jorge
L. Urrutia, International Journal of Finance, 5(2), 1993, 542 63 276
16 Equity and Oil Markets Under External Shocks , with Jorge L. Urrutia
in Dilip K. Ghosh and Edgar Ortiz (eds), The Global Structure of
Financial Markets, Routledge, 1997, pp. 103 16 298
17 Volume and Volatility in Foreign Currency Futures Markets , with
Ramaprasad Bhar, Review of Quantitative Finance and Accounting, 10,
1998,285 302 312
PART V CONCLUSIONS
18 Directions for Future Research 333
Name index 343
|
| any_adam_object | 1 |
| author | Malliaris, Anastasios G. 1942- |
| author_GND | (DE-588)12468498X |
| author_facet | Malliaris, Anastasios G. 1942- |
| author_role | aut |
| author_sort | Malliaris, Anastasios G. 1942- |
| author_variant | a g m ag agm |
| building | Verbundindex |
| bvnumber | BV013096124 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3 |
| callnumber-search | HG6024.A3 |
| callnumber-sort | HG 46024 A3 |
| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)59407427 (DE-599)BVBBV013096124 |
| dewey-full | 332.64/5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 |
| dewey-search | 332.64/5 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01503nam a2200397 c 4500</leader><controlfield tag="001">BV013096124</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">000405s1999 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1858988365</subfield><subfield code="9">1-85898-836-5</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)59407427</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV013096124</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/5</subfield><subfield code="2">21</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Malliaris, Anastasios G.</subfield><subfield code="d">1942-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)12468498X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Foundations of futures markets</subfield><subfield code="b">selected essays of A. G. Malliaris</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cheltenham [u.a.]</subfield><subfield code="b">Elgar</subfield><subfield code="c">1999</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XII, 347 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Financial economists of the twentieth century</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Futures</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4143413-4</subfield><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Termingeschäft</subfield><subfield code="0">(DE-588)4117190-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Financial Futures</subfield><subfield code="0">(DE-588)4128564-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008920026&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-008920026</subfield></datafield></record></collection> |
| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV013096124 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:38:58Z |
| institution | BVB |
| isbn | 1858988365 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008920026 |
| oclc_num | 59407427 |
| open_access_boolean | |
| owner | DE-12 DE-188 |
| owner_facet | DE-12 DE-188 |
| physical | XII, 347 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Elgar |
| record_format | marc |
| series2 | Financial economists of the twentieth century |
| spelling | Malliaris, Anastasios G. 1942- Verfasser (DE-588)12468498X aut Foundations of futures markets selected essays of A. G. Malliaris Cheltenham [u.a.] Elgar 1999 XII, 347 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Financial economists of the twentieth century Futures Financial Futures (DE-588)4128564-5 gnd rswk-swf Termingeschäft (DE-588)4117190-1 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Termingeschäft (DE-588)4117190-1 s DE-188 Financial Futures (DE-588)4128564-5 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008920026&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Malliaris, Anastasios G. 1942- Foundations of futures markets selected essays of A. G. Malliaris Futures Financial Futures (DE-588)4128564-5 gnd Termingeschäft (DE-588)4117190-1 gnd |
| subject_GND | (DE-588)4128564-5 (DE-588)4117190-1 (DE-588)4143413-4 |
| title | Foundations of futures markets selected essays of A. G. Malliaris |
| title_auth | Foundations of futures markets selected essays of A. G. Malliaris |
| title_exact_search | Foundations of futures markets selected essays of A. G. Malliaris |
| title_full | Foundations of futures markets selected essays of A. G. Malliaris |
| title_fullStr | Foundations of futures markets selected essays of A. G. Malliaris |
| title_full_unstemmed | Foundations of futures markets selected essays of A. G. Malliaris |
| title_short | Foundations of futures markets |
| title_sort | foundations of futures markets selected essays of a g malliaris |
| title_sub | selected essays of A. G. Malliaris |
| topic | Futures Financial Futures (DE-588)4128564-5 gnd Termingeschäft (DE-588)4117190-1 gnd |
| topic_facet | Futures Financial Futures Termingeschäft Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008920026&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT malliarisanastasiosg foundationsoffuturesmarketsselectedessaysofagmalliaris |