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Book Categories |
1 | Stock market indices | 3 |
2 | Introduction to futures trading | 19 |
3 | Arbitrage and the valuation of stock index futures | 53 |
4 | Arbitrage in practice | 85 |
5 | Arbitrage and relaxing the assumptions | 113 |
6 | Basis, spreads and the risk premium | 149 |
7 | Maturity, price volatility and volume | 199 |
8 | Market efficiency | 221 |
9 | Hedging | 253 |
10 | The uses of stock index futures by fund managers | 301 |
11 | The design and regulation of futures contracts | 339 |
12 | Further topics in index futures | 385 |
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