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Baron, Ken

Parimutuel Applications in Finance

Baron, Ken - Parimutuel Applications in Finance, ebook

316,60€

Ebook, PDF with Adobe DRM
ISBN: 9780230627505
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Table of contents

Part I. Introduction to Parimutuel Markets

1. Introduction to Derivatives
Ken Baron, Jeffrey Lange

2. Introduction to Parimutuel Matching
Ken Baron, Jeffrey Lange

3. Parimutuel Applications
Ken Baron, Jeffrey Lange

4. A Case Study Using Nonfarm Payrolls
Ken Baron, Jeffrey Lange

Part II. The Mathematics of Parimutuel Derivatives Auctions

5. Derivative Strategies and Customer Orders
Ken Baron, Jeffrey Lange

6. The Parimutuel Equilibrium
Ken Baron, Jeffrey Lange

7. The Solution Algorithm for the Parimutuel Equilibrium Problem
Ken Baron, Jeffrey Lange

8. Mathematical Properties of Parimutuel Equilibrium Prices
Ken Baron, Jeffrey Lange

9. Mathematical Properties of Customer Fills in the Parimutuel Equilibrium
Ken Baron, Jeffrey Lange

Keywords: Finance, Risk Management, Corporate Finance, Business Finance, Investments and Securities

Author(s)
 
Publisher
Springer
Publication year
2007
Language
en
Edition
1
Series
Finance and Capital Markets Series
Page amount
305 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780230627505
Printed ISBN
978-1-349-52000-8

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