Exchange traded funds and e-mini stock index futures:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Wiley
2001
|
| Series: | Wiley trading
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 324 S. Ill., graph. Darst. |
| ISBN: | 0471442984 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS
Preface vii
Acknowledgments xi
Part I From Random Walk to a Trillion Dollar Phenomenon 1
1 From Random Walk to a Trillion Dollar Phenomenon:
Why Indexing Works So Well 3
2 The Players 16
3 The Indexes 25
Part II Exchange Traded Funds 39
4 ETFs: Beginnings, Advantages, Attributes 41
5 Details: ETF Structures and the Creation Redemption
Process 55
6 General Strategies Using ETFs 71
7 ETF Highlights 77
Part III The Fastest Growing Index Products: E Mini S P 500
and E Mini Nasdaq 100 Futures—Applications
and Case Studies 131
8 E Mini Stock Index Futures: The History
and Basic Nomenclature 133
9 E Mini Stock Index Futures: Contract Highlights,
Trading Fundamentals, Basis, and Fair Value 153
10 Short Term Strategies Using E Mini Stock Index
Futures and ETFs 175
V
vi CONTENTS
Part IV Advanced Topics and the Road Ahead 205
11 Longer Term Strategies: Asset Allocation with ETFs 207
12 Risk: The Most Ignored Four Letter Word 240
13 ETFs Beyond the United States 249
14 The Future of ETFs and E Mini Stock Index Futures:
The Road Ahead 254
15 Frequently Asked Questions (and Answers) about ETFs
and E mini Stock Index Futures 259
Appendix 1 Electronic Trading Considerations 275
Appendix 2 ETFs and Small versus Large Cap Cycles 281
Appendix 3 Index Arbitrage and Program Trading 286
Endnotes 297
Glossary 299
Suggested Reading 308
Recommended Web Sites 311
Timeline 313
Answers to Quizzes 316
Index 317
|
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| illustrated | Illustrated |
| indexdate | 2024-07-09T19:01:27Z |
| institution | BVB |
| isbn | 0471442984 |
| language | English |
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| spelling | Lerman, David Verfasser aut Exchange traded funds and e-mini stock index futures David Lerman New York [u.a.] Wiley 2001 XI, 324 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley trading Exchange traded funds Stock index futures Aktienfonds (DE-588)4141730-6 gnd rswk-swf Aktienindex-Futures (DE-588)4226192-2 gnd rswk-swf Aktienfonds (DE-588)4141730-6 s Aktienindex-Futures (DE-588)4226192-2 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009816206&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Lerman, David Exchange traded funds and e-mini stock index futures Exchange traded funds Stock index futures Aktienfonds (DE-588)4141730-6 gnd Aktienindex-Futures (DE-588)4226192-2 gnd |
| subject_GND | (DE-588)4141730-6 (DE-588)4226192-2 |
| title | Exchange traded funds and e-mini stock index futures |
| title_auth | Exchange traded funds and e-mini stock index futures |
| title_exact_search | Exchange traded funds and e-mini stock index futures |
| title_full | Exchange traded funds and e-mini stock index futures David Lerman |
| title_fullStr | Exchange traded funds and e-mini stock index futures David Lerman |
| title_full_unstemmed | Exchange traded funds and e-mini stock index futures David Lerman |
| title_short | Exchange traded funds and e-mini stock index futures |
| title_sort | exchange traded funds and e mini stock index futures |
| topic | Exchange traded funds Stock index futures Aktienfonds (DE-588)4141730-6 gnd Aktienindex-Futures (DE-588)4226192-2 gnd |
| topic_facet | Exchange traded funds Stock index futures Aktienfonds Aktienindex-Futures |
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