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Stock Index Futures
The essential handbook for anyone involved in trading these popular derivative instruments. Updates to the first edition include a new analysis of the trading strategies of Barings Futures, Singapore. " Sutcliffe's Stock Index Futures is as thorough a review of the issues relating to index futures as one is likely to find. The author discusses a very broad array of current issues, furnishing in each case a well-written summary of the economic theory as well as a brief review of the relevant literature. The author's articulate treatment of the topics and the ample numerical examples make the book a good primer for anyone interested in index futures. The exhaustive coverage makes the book an instant reference guide for anyone working in the futures area.
544 pages, Paperback
First published April 1, 1993
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