Logo
Munich Personal RePEc Archive

Some mathematical properties of the futures market platform

Laib, Fodil and Laib, M.S. (2007): Some mathematical properties of the futures market platform.

[thumbnail of MPRA_paper_6126.pdf]
Preview
PDF
MPRA_paper_6126.pdf

Download (257kB) | Preview

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.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.