Laib, Fodil and Laib, M.S. (2007): Some mathematical properties of the futures market platform.
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Abstract
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 |
| Language: | English |
| 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 |
| Item ID: | 6126 |
| Depositing User: | Fodil LAIB |
| Date Deposited: | 06 Dec 2007 00:03 |
| Last Modified: | 03 Oct 2019 12:10 |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/6126 |
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