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Between Futures and Spot Markets


Marketed By :  AV Akademikerverlag   Sold By :  Kamal Books International  
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Rs. 3,129

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  • Product Description

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.

Product Specifications
SKU :COC15046
AuthorJ?drzej Bia?kowski
Number of Pages88
Publishing Year5/28/2012
Edition1 st
Book TypeBusiness & management
Country of ManufactureIndia
Product BrandAV Akademikerverlag
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-27 00:00:00
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