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The global value of trading in index futures is about $20 trillion per year and rising, and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. "Stock Index Futures, 3/e" contains many teaching and learning aids, including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
About the Author
Charles M.S. Sutcliffe is Professor of Finance at The ICMA Centre, university of Reading, UK.
The global value of trading in index futures is about $20 trillion per year and rising, and for many countries the value traded is similar to that traded on their stock markets. This book describes how index futures markets work and clearly summarises the substantial body of international empirical evidence relating to these markets. Using the concepts and tools of finance, the book also provides a comprehensive description of the economic forces that underlie trading in index futures. "Stock Index Futures, 3/e" contains many teaching and learning aids, including numerous examples, a glossary, essay questions, comprehensive references, and a detailed subject index. Written primarily for advanced undergraduate and postgraduate students, this text will also be useful to researchers and market participants who want to gain a better understanding of these markets.
About the Author
Charles M.S. Sutcliffe is Professor of Finance at The ICMA Centre, university of Reading, UK.
Inside This Book
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Stock Index Futures: Theories and... A review of the issues relating to index futures. The author discusses... Read more |
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