Baron, Ken
Parimutuel Applications in Finance
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
Avainsanat: Finance, Risk Management, Corporate Finance, Business Finance, Investments and Securities
- Tekijä(t)
- Baron, Ken
- Lange, Jeffrey
- Julkaisija
- Springer
- Julkaisuvuosi
- 2007
- Kieli
- en
- Painos
- 1
- Sarja
- Finance and Capital Markets Series
- Sivumäärä
- 305 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9780230627505
- Painetun ISBN
- 978-1-349-52000-8