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Between Futures and Spot Markets: An Approach to Modelling Linkages among Financial Markets - Brossura
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Revision with unchanged content. 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.
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L'autore
Dr. Jędrzej Białkowski is a senior lecturer of finance at Auckland University of Technology Business School. He obtained a Masters degree in Mathematical Finance at University of Warsaw and a PhD in Financial Economics at European University Viadrina. His research focuses on international finance, risk management and emerging stock markets.
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Between Futures and Spot Markets
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AV Akademikerverlag Mai 2012, 2012
ISBN 10: 3639419065
ISBN 13: 9783639419061
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Revision with unchanged content. 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 intermar ket 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. 88 pp. Englisch. Codice articolo 9783639419061
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Between Futures and Spot Markets: An Approach to Modelling.
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Between Futures and Spot Markets : An Approach to Modelling Linkages among Financial Markets
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Revision with unchanged content. 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 intermar ket 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. Codice articolo 9783639419061
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Between Futures and Spot Markets: An Approach to Modelling.
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Bialkowski JedrzejDr. Jedrzej Bialkowski is a senior lecturer of finance at Auckland University of Technology Business School. He obtained a Masters degree in Mathematical Finance at University of Warsaw and a PhD in Financial Econom. Codice articolo 4986121
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Between Futures and Spot Markets
Editore:
AV Akademikerverlag Mai 2012, 2012
ISBN 10: 3639419065
ISBN 13: 9783639419061
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Revision with unchanged content. 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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 88 pp. Englisch. Codice articolo 9783639419061
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