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Who is the author of the book Futures Spread Arbitrage and which publishing house?
Futures spread arbitrage

Author: Tang Publishing House: Economic Science Publishing House

Date of publication: September 6, 2006

The contents of this book include: introduction, overview of futures market, futures trading, analysis of futures market price characteristics, futures pricing principle, futures spread arbitrage pricing and so on.

catalogue

Introduction to Chapter 1

The research background of 1. 1

The research significance of 1.2

1.3 Research Status at Home and Abroad

1.4 basic ideas and main research contents

Chapter II Overview of Futures Market

2. 1 Definition of futures

2.2 The emergence and development of the futures market

2.3 the development of China futures market

2.4 Relationship among Futures, Spot and Forward

2.5 Functions and functions of the futures market

2.6 Organizational structure of futures market

2.7 Futures varieties and contracts

2.8 Futures trading system and trading process

2.9 Overview of China Commodity Futures Market

Chapter III Futures Trading

3. 1 hedging

3.2 Futures speculation

3.3 spread arbitrage trading

Chapter IV Analysis of Price Characteristics of Futures Market

4. 1 futures market efficiency

4.2 volatility set of futures prices

4.3 Long-term correlation of futures prices

4.4 Relationship between volume and price in futures market

4.5 Sunday effect and monthly effect

4.6 Futures Market Price Discovery Function

4.7 Correlation of domestic and foreign futures markets

Chapter V Futures Pricing Principles

Chapter VII Optimal Futures Spread Arbitrage Position Proportion

Chapter VIII Futures Price Forecast

Chapter IX Risk Management of Futures Spread Arbitrage

Chapter 10 futures spread arbitrage trading strategy

Chapter 1 1 An Empirical Study on Futures Spread Arbitrage

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