Futures Markets: Portfolio Strategies, Risk Management and Arbitrage

Futures Markets: Portfolio Strategies, Risk Management and ArbitrageOriginal title: Futures Markets
Author: Daniel Richard Siegel, Diane F Siegel

Publisher: Alpina Publisher, 2012.
ISBN 978-5-9614-1451-6
Pages: 627 pp.
Format: 70×100/16 (170x240 mm)
Circulation: 1000 copies.
Weight: 950 g
Binding: Paperback

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A book about working in futures

Futures are no longer considered exotic tools available only to a narrow circle of financial "pros. They have become important tools for managing the risks associated with volatility and increasing global competition. Futures trading will continue to expand, especially financial futures markets. In addition, continued volatility will favor futures speculation, especially in financial markets." Daniel Siegel, Diane Siegel

The book is about how futures markets have stepped forward and how they will move forward. The authors provide a comprehensive overview of today's futures markets, offering extended theory along with real stories from market participants, from futures pricing and risk management (particularly hedging) to detailed analysis of specific markets. The book also covers the history of major market crashes, analyzing the causes and demonstrating the stages of recovery on a multitude of curves.

Why the book "Futures Markets" is worth reading

  • Examines in detail the major futures markets of the world, from commodity and stock index futures to long-term and short-term interest rate futures and currency futures.
  • A universal transition from theory to practice, allowing you to remember the history of the formation of the futures markets and then dive headfirst into the real world.
  • The book has many charts and tables, making it even easier to read.
  • Separately, the options and swaps market is considered, which fits perfectly into the analysis of futures.

The book will be of interest to institutional investors, traders, arbitrageurs, portfolio managers, corporate finance managers, individual investors, risk managers, researchers, analysts and consultants.

  • Diane Siegel specializes in coverage of financial market issues. She is a former economist at the Federal Reserve Bank of Chicago.
  • Daniel Siegel was a professor of finance at Northwestern University's Kellogg School of Management. He was formerly a consultant to the Chicago-based CBOE exchange and led the Kellogg School of Management's executive education program in futures and options.

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