The global value of trading in index futures is about $20 trillion per year and rising, and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. "Stock Index Futures, 3/e" contains many teaching and learning aids, including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
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About the Author
Charles M.S. Sutcliffe is Professor of Finance at The ICMA Centre, university of Reading, UK.
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Inside This Book
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Key Phrases - Capitalized Phrases (CAPs):
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Hang Seng, Hong Kong, Value Line, Gordon Gekko, Big Bang, Delivery Figure, Financial Times, Lawrence Garfield, Sir Larry, All Ordinaries, London Stock Exchange, Trantor Fund, Max Bialystock, Quality of Markets Unit, Brixton Bricks, Loss Figure, Newington News, None None, Randolph Duke, Annie Hall, Bash Brannigan, Example Share Prices Time, International Financial Statistics, Swiss Market Index, Topix Day New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Hang Seng, Hong Kong, Value Line, Gordon Gekko, Big Bang, Delivery Figure, Financial Times, Lawrence Garfield, Sir Larry, All Ordinaries, London Stock Exchange, Trantor Fund, Max Bialystock, Quality of Markets Unit, Brixton Bricks, Loss Figure, Newington News, None None, Randolph Duke, Annie Hall, Bash Brannigan, Example Share Prices Time, International Financial Statistics, Swiss Market Index, Topix Day New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
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9
books
cite this book:
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- Derivatives and Equity Portfolio Management by Bruce M. Collins on 4 pages
- Black-Scholes and Beyond: Option Pricing Models by Neil A. Chriss in Back Matter
- Methods of Mathematical Finance by Ioannis Karatzas in Back Matter
- Hedge Fund Risk Transparency by Leslie Rahl in Back Matter
- Forecasting Volatility in the Financial Markets, Second Edition (Quantitative Finance) by Stephen Satchell on page 141
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