Extreme movements in futures prices :
implications for setting margins /
by Franklin R. Edwards and Salih N. Neftci.

Description

Main Author

Edwards, Franklin R., 1937-

Related Names

Neftci, Salih N.
Columbia University. Center for the Study of Futures Markets.

Language(s)

English

Published

New York, N.Y. : Center for the Study of Futures Markets, Columbia Business School, Columbia University, 1986.

Subjects

Prices.
Commodity exchanges.

Physical Description

32, [11] p. : ill. ; 28 cm.

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