Laib, Fodil and Laib, M.S. (2007): Some mathematical properties of the futures market platform.
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This is an introductory work to analytical properties of the futures market platform’s main parameters. The underlying mechanism of this market structure is formulated into a mathematical dynamical model. Some mathematical properties of traders’ positions, their potential and realized wealths, market open interest and average price, are stated and demonstrated.
|Item Type:||MPRA Paper|
|Original Title:||Some mathematical properties of the futures market platform|
|Keywords:||futures market platform, open interest|
|Subjects:||C - Mathematical and Quantitative Methods > C0 - General > C02 - Mathematical Methods
G - Financial Economics > G1 - General Financial Markets > G13 - Contingent Pricing; Futures Pricing
|Depositing User:||Fodil LAIB|
|Date Deposited:||06. Dec 2007 00:03|
|Last Modified:||12. Feb 2013 11:33|