Title:Parimutuel Applications In Finance: New Markets for New Risks - Baron & Lange
Authors:Ken Baron & Jeffrey Lange
Edition: 28 Nov 2006
Format:High Quality pdf Non-scanned Version
Pages:278 pages
Publisher:Palgrave Macmillan
Reference:http://www.amazon.co.uk/Parimutuel-Applications-Finance-Markets-Professor/dp/1403939500
Table of Contents
1 Introduction to Derivatives 3
2 Introduction to Parimutuel Matching 11
3 Parimutuel Applications 33
4 A Case Study Using Nonfarm Payrolls 49
5 Derivative Strategies and Customer Orders 77
6 The Parimutuel Equilibrium 100
7 The Solution Algorithm
8 Mathematical Properties of Parimutuel Equilibrium Prices 171
9 Mathematical Properties of Customer Fills in the
References 258
Index 271
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