Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Between Futures and Spot Markets- An Approach to Modelling Linkages among Financial Markets

Between Futures and Spot Markets- An Approach to Modelling Linkages among Financial Markets

Bialkowski, Jedrzej

Paperback

Investing & FinanceManagement

ISBN10: 3836429489
ISBN13: 9783836429481
Publisher: Vdm Verlag
Published: Oct 4 2007
Pages: 88
Weight: 0.34
Height: 0.18 Width: 6.69 Depth: 9.61
Language: English
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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