Futures Markets: Theory And Practice

Futures Markets: Theory And Practice

Author: Parameswaran

Publisher: Tata McGraw-Hill Education

Published: 2005-02

Total Pages:

ISBN-13: 9780070599123

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Future Markets: Theory and Practice is the first of the two books written by the on Futures, Options and Swaps, and covers forward and futures contracts. The second book would cover options and swaps.It begins with an introduction to derivative markets, comparing and contrasting forward contracts, futures contracts and options contracts. Chapter 2 looks at the salient features of the operation of futures markets, and the design of futures contracts. Chapter 3 covers the pricing of forward and futures contracts in detail, while Chapter 4 is devoted exclusively to hedging and risk management. Chapter 5 to 8 cover various asset markets. Chapter 5 details short-term interest rate contracts, Chapter 6 explains long-term interest rate contracts, while Chapter 7 and 8 covers foreign exchange and stock index futures contracts respectively. In each of these chapters, the mechanics of the underlying spot markets and the prevailing conventions have been covered in detail, and the related mathematical expressions derived from first principles.


Technical Analysis of the Futures Markets

Technical Analysis of the Futures Markets

Author: John J. Murphy

Publisher: Prentice Hall Press

Published: 1986

Total Pages: 584

ISBN-13:

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Covers the philosophy of technical analysis, charting theory, trends, reversal patterns, continuation patterns, commodity indices, averages, oscillators, the Elliott wave theory, time cycles, computers, and trading tactics.


Futures Markets (Routledge Revivals)

Futures Markets (Routledge Revivals)

Author: Barry Goss

Publisher: Routledge

Published: 2013-05-02

Total Pages: 227

ISBN-13: 1135047502

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First published in 1986, this book discusses many important aspects of the theory and practice of Futures Markets. It describes how they, at the time, grew to be an increasingly important feature of the world's major financial centres. Indeed, they adopted the role of being efficient forward pricing mechanisms and this was reflected by the interest of economists in the study of risk, uncertainty and information. Here, the contributors focus on areas that were of concern in the late 1980s such as feasibility, forward pricing and returns, and the modelling of price determination in Futures Markets. Evidence is drawn from twenty-five different commodities representing all the major commodity groups; and from all the world's major centres of Futures Trading.


Professional Automated Trading

Professional Automated Trading

Author: Eugene A. Durenard

Publisher: John Wiley & Sons

Published: 2013-10-04

Total Pages: 388

ISBN-13: 1118419294

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An insider's view of how to develop and operate an automated proprietary trading network Reflecting author Eugene Durenard's extensive experience in this field, Professional Automated Trading offers valuable insights you won't find anywhere else. It reveals how a series of concepts and techniques coming from current research in artificial life and modern control theory can be applied to the design of effective trading systems that outperform the majority of published trading systems. It also skillfully provides you with essential information on the practical coding and implementation of a scalable systematic trading architecture. Based on years of practical experience in building successful research and infrastructure processes for purpose of trading at several frequencies, this book is designed to be a comprehensive guide for understanding the theory of design and the practice of implementation of an automated systematic trading process at an institutional scale. Discusses several classical strategies and covers the design of efficient simulation engines for back and forward testing Provides insights on effectively implementing a series of distributed processes that should form the core of a robust and fault-tolerant automated systematic trading architecture Addresses trade execution optimization by studying market-pressure models and minimization of costs via applications of execution algorithms Introduces a series of novel concepts from artificial life and modern control theory that enhance robustness of the systematic decision making—focusing on various aspects of adaptation and dynamic optimal model choice Engaging and informative, Proprietary Automated Trading covers the most important aspects of this endeavor and will put you in a better position to excel at it.


Derivatives

Derivatives

Author: Keith Cuthbertson

Publisher: John Wiley & Sons

Published: 2019-12-16

Total Pages: 116

ISBN-13: 1119595592

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Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.


The Theory of Futures Trading (Routledge Revivals)

The Theory of Futures Trading (Routledge Revivals)

Author: Barry Goss

Publisher: Routledge

Published: 2013-04-17

Total Pages: 142

ISBN-13: 1135047669

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First published in 1972, this book provides an important critical review on the theory of futures trading. B. A. Goss looks at the work and ideas of Keynes and Hicks on futures, and considers how these have also been developed by Kaldor. He discusses the evolution of the concept of hedging in the context of buying forward into the markets, and considers theories of market and individual equilibrium. Goss draws on the work of other economists in this field, including Stein, Telser, Peston and L. L. Johnson, in order to illustrate the development of theory in futures trading. The book includes fifteen figures that illustrate diagrammatically the concepts involved, and the concluding section contains a series of problems for examination by the student.


Financial Derivatives in Theory and Practice

Financial Derivatives in Theory and Practice

Author: Philip Hunt

Publisher: John Wiley & Sons

Published: 2004-11-19

Total Pages: 468

ISBN-13: 0470863609

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The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text. Comprehensive introduction to the theory and practice of financial derivatives. Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest. Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice. Written by well respected academics with experience in the banking industry. A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.


All About Options

All About Options

Author: Thomas A. McCafferty

Publisher: McGraw Hill Professional

Published: 1998-08-21

Total Pages: 260

ISBN-13: 9780071368476

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To minimize risk and greatly increase return, lightning-fast options trading instincts are critical. All About Options, Second Edition is the ideal first step to developing these instincts. With its in-depth coverage of the basics of options and option trading, this new edition is perfect for beginners as well as traders going to the next level. It provides: Facts and figures updated from the first edition, with more on stock options Up-to-the-minute material on changes in the marketplace and technology In-depth explanations of options trading strategies from basic to complex Knowledgeable options trading is a key element of any effective strategy All About Options is the clearest, easiest-to-follow guidebook today on the pros, cons, risks, and rewards of using options.