A review of the issues relating to index futures. The author discusses a range of current issues, furnishing in each case a summary of the economic theory as well as a brief review of the relevant literature.
Stock Index Futures Summary
Stock Index Futures: Theories and International Evidence by Charles M.S. Sutcliffe
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Table of Contents
Stock market indices; Introduction to futures trading; Futures exchanges; Arbitrage and the valuation of stock index futures; Arbitrage and relaxing the assumptions; Behaviour of the prices of stock index futures; Returns and the risk premium; Maturity price volatility and volume; Market efficiency; Hedging; The uses of stock index futures by fund managers; The design and regulation of futures contracts; Further topics in index futures.
Additional information
GOR006870725
9781861520920
1861520921
Stock Index Futures: Theories and International Evidence by Charles M.S. Sutcliffe
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