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Between Futures and Spot Markets- An Approach to Modelling Linkages among Financial Markets - Tapa blanda

Bialkowski, Jedrzej

 
9783836429481: Between Futures and Spot Markets- An Approach to Modelling Linkages among Financial Markets
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ISBN 10: 3836429489 ISBN 13: 9783836429481
Editorial: VDM Verlag Dr. Mueller e.K., 2007

Sinopsis

During the last decade stock markets have witnessed several financial crises.As a result of increasing market integration, even financial distress in a minormarket is presently capable of shaking the largest world markets. Therefore,to achieve success in such complex environments, finance professionals needto have a better understanding of the structure of stock market linkages.This book presents a Markov Switching approach to modelling linkagesamong financial markets. In addition to the problem of modelling intermarketdependencies, the book discusses and analyses the importance of indexarbitrage on emerging stock markets. Finally, the methods of valuation offorward and future contracts on zero-coupon bonds in a framework of theCox-Ingersoll-Ross model are presented.The book is addressed to finance professionals, such as mutual and hedgefund managers, risk managers and market regulators. It is also of value toresearchers in international finance, risk management and emerging markets.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

During the last decade stock markets have witnessed several financial crises. As a result of increasing market integration, even financial distress in a minor market is presently capable of shaking the largest world markets. Therefore, to achieve success in such complex environments, finance professionals need to have a better understanding of the structure of stock market linkages. This book presents a Markov Switching approach to modelling linkages among financial markets. In addition to the problem of modelling intermarket dependencies, the book discusses and analyses the importance of index arbitrage on emerging stock markets. Finally, the methods of valuation of forward and future contracts on zero-coupon bonds in a framework of the Cox-Ingersoll-Ross model are presented. The book is addressed to finance professionals, such as mutual and hedge fund managers, risk managers and market regulators. It is also of value to researchers in international finance, risk management and emerging markets.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
VDM Verlag Dr. Mueller e.K.
Año de publicación
2007
Idioma
Inglés
ISBN 10 
3836429489
ISBN 13 
9783836429481
Encuadernación
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Número de páginas
88
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9783639419061: Between Futures and Spot Markets: An Approach to Modelling Linkages among Financial Markets

Edición Destacada

ISBN 10:  3639419065 ISBN 13:  9783639419061
Editorial: AV Akademikerverlag, 2012
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