The essential handbook for anyone involved in trading these popular derivative instruments. 'Sutcliffe's Stock Index Futures is as thorough a review of the issues relating to index futures as one is likely to find. The author discusses a very broad array of current issues, furnishing in each case a well-written summary of the economic theory as well as a brief review of the relevant literature. The author's articulate treatment of the topics and the ample numerical examples make the book a good primer for anyone interested in index futures. The exhaustive coverage makes the book an instant reference guide for anyone working in the futures area'. Journal of Finance
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